Typed Component Algebras for Simulated Annealing and Markov-Chain Monte Carlo (opens in new tab)

Simulated annealing (SA) and fixed-temperature Markov-chain Monte Carlo (MCMC) run the same Metropolis-Hastings kernel over a tempered objective, but the variants appear as separate monolithic drivers, so improving one ingredient requires rewriting and re-verifying a whole solver. The shared kernel becomes a typed algebra of five components (objective, cooling schedule, neighborhood, move kernel, and acceptance rule) whose four local composi...