I give you Differential evolution Monte Carlo! It slices! It dices! It’s a genetic algorithm and a simulated annealing algorithm! But wait -- there’s more! You also get an self-tuning Metropolis sampler! (The proof of the correctness of the sampler isn’t valid, but the theorem is true; the author gives a correct proof in a subsequent paper.)
I give you Differential evolution Monte Carlo! It slices! It dices! It’s a genetic algorithm and a simulated annealing algorithm! But wait -- there’s more! You also get an self-tuning Metropolis sampler! (The proof of the correctness of the sampler isn’t valid, but the theorem is true; the author gives a correct proof in a subsequent paper.)