- #1
kulimer
- 9
- 0
I digged out this old tread, but it is closed. I'll repost, but with my question.
https://www.physicsforums.com/showthread.php?t=74004&highlight=metropolis
\pi(x)
and
\pi(y)
and
q(y,x) is the jump distribution
in the relation:
\alpha(x,y)= \min \left( 1,\frac{\pi (y)q(y,x)}{\pi (x)q(x,y)} \right)
Say, my jump distribution(aka transition prob) is normal(0,1). How do you write out q(y,x)? Is it \frac{1}{\sqrt{2\pi }\sigma }{{e}^{\frac{{{(x-0)}^{2}}}{2{{\sigma }^{2}}}}}?
But this doesn't make sense, because it doesn't involve y, since q(y,x) means given y, the transition probability of getting x. We are suppose to relate y to x in the equation.
https://www.physicsforums.com/showthread.php?t=74004&highlight=metropolis
\pi(x)
and
\pi(y)
and
q(y,x) is the jump distribution
in the relation:
\alpha(x,y)= \min \left( 1,\frac{\pi (y)q(y,x)}{\pi (x)q(x,y)} \right)
Say, my jump distribution(aka transition prob) is normal(0,1). How do you write out q(y,x)? Is it \frac{1}{\sqrt{2\pi }\sigma }{{e}^{\frac{{{(x-0)}^{2}}}{2{{\sigma }^{2}}}}}?
But this doesn't make sense, because it doesn't involve y, since q(y,x) means given y, the transition probability of getting x. We are suppose to relate y to x in the equation.
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