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A note on Metropolis-Hastings kernels for general state spaces

A note on Metropolis-Hastings kernels for general state spaces

The Metropolis-Hastings algorithm is a method of constructing a reversible Markov transition kernel with a specified invariant distribution. This note describes necessary and sufficient 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 …