NAVIGATION
Home
Research
Bookshelf
Garden
FIND ME ON
GitHub
LinkedIn
š±
In the MH algorithm we use a proposal kernel which we define as T(ā ā£ā )T(\cdot|\cdot)T(ā ā£ā ) where $$T(ā ā£ā )\mboxisthetransitionmatrixonSiT(yā£x)\mboxistheoneāsteptransitionprobabilityT(ā ā£x)\mboxisarowinT(ā ā£ā )\begin{align*} &T(\cdot|\cdot)\mbox{ is the transition matrix on }S_{i}\\\\ &T(y|x)\mbox{ is the one-step transition probability}\\\\ &T(\cdot|x)\mbox{ is a row in }T(\cdot|\cdot) \end{align*}āT(ā ā£ā )\mboxisthetransitionmatrixonSiāT(yā£x)\mboxistheoneāsteptransitionprobabilityT(ā ā£x)\mboxisarowinT(ā ā£ā )ā$$
Acceptance Rate
Metropolis Hastings Algorithm