A Note on Metropolis-Hastings Kernels for General State Spaces
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A Note on Metropolis - Hastings Kernels for General State
The Metropolis-Hastings algorithm is a method of constructing a reversible Markov transition kernel with a speci ed invariant distribution. This note describes necessary and su cient conditions on the candidate generation kernel and the acceptance probability function for the resulting transition kernel and invariant distribution to satisfy the detailed balance conditions. A simple general form...
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