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Proposal Kernel

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Definition
StochasticProcesses

Definition

In the MH algorithm we use a proposal kernel which we define as T(ā‹…āˆ£ā‹…)T(\cdot|\cdot) where $$T(ā‹…āˆ£ā‹…)\mboxisthetransitionmatrixonSiT(y∣x)\mboxistheoneāˆ’steptransitionprobabilityT(ā‹…āˆ£x)\mboxisarowinT(ā‹…āˆ£ā‹…)\begin{align*} &T(\cdot|\cdot)\mbox{ is the transition matrix on }S_{i}\\\\ &T(y|x)\mbox{ is the one-step transition probability}\\\\ &T(\cdot|x)\mbox{ is a row in }T(\cdot|\cdot) \end{align*}$$

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