Simulated Annealing

[Sanket Patel]

Anyone happen to know any good papers or resources for the theory behind simulated annealing? I'm specifically looking for a thorough (mathematical) treatment of the Metropolis-Hastings algorithm. Most of what I've found has been either a general overview or simply pseudo-code.

Thanks.

[John]

check this out
Numerical Bayesian methods applied ... - Google Book Search (http://books.google.com/books?id=74ky3bnm2gAC&pg=PA78&dq=Metropolis-Hastings+algorithm+simulated+annealing&sig=ACfU3U2Ma9Yj7mSjk1D-XsOd4vlj4-uwhw)

[Sanket Patel]

Thank you, short bit was actually quite helpful. And now, off to get the book from the library. :)