Metropolis–Hastings algorithm: Difference between revisions

Revision as of 20:33, 30 October 2021

Revision as of 02:24, 7 November 2021

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For this Metropolis acceptance ratio <math>A</math>, either <math>A(x', x) = 1</math> or <math>A(x, x') = 1</math> and, either way, the condition is satisfied.

The Metropolis–Hastings algorithm can thus consistsbe inwritten theas followingfollows:

# Initialise

## Pick an initial state <math>x_0</math>.