A note on Metropolis-Hastings kernels for general state spaces
Open Access
- 1 February 1998
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 8 (1), 1-9
- https://doi.org/10.1214/aoap/1027961031
Abstract
The Metropolis-Hastings algorithm is a method of constructing a reversible Markov transition kernelwith a specified invariant distribution. This note describes necessary and sufficient conditionson the candidate generation kernel and the acceptance probability function for the resulting transitionkernel and invariant distribution to satisfy the detailed balance conditions. A simple generalformulation is used that covers a range of special cases treated separately in the literature. In...Keywords
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