Monte Carlo

Metropolis Hasting

  • Initial a x

  • for i = 0 to N-1:

    Base g(xx,)g(x \rightarrow x^,) to choose a new x,x^,

    calculate the accept rate α=min1,p(x)\alpha = min{1, \frac{p(x)}{}}

Author: shixuan liu
Link: http://tedlsx.github.io/2020/06/09/mc/
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