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Interpreting meaning of proposal density matching target |
move parenthetical remark into text (was trailing the equation); cause an eqn to be typeset with latex |
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:<math>
Q( x'; x^t ) \sim N( x'-x^t, \sigma^2 I).
</math>
</math> (Read Q(x';x<sup>t</sup>) as the probability of generating x' given the previous value x<sup>t</sup>.)▼
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This proposal density would generate samples centred around the current state with variance σ<sup>2</sup>I. So we draw a new proposal state x' with probability Q(x';x<sup>t</sup>) and then calculate a value
:<math>
a = a_1 a_2\,
</math>
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