Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Recall MH sampling for target distribution p(x) using proposal q(x|y): at states, first draw t ~ q(t|s), then accept t with probability A =
Recall MH sampling for target distribution p(x) using proposal q(x|y): at states, first draw t ~ q(t|s), then accept t with probability A = min (1. p(t)q(s|t) p(s)q(t|s) where p(x) is the unnormalized target distribution. Show that p(x) is the stationary distribution of the Markov chain defined by this procedure. Consider both continuous and discrete cases.
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started