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ml-recall

#acceptance-ratio

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Question 1: Single choice

mediumAI-checkedStatistics & Estimation

Random-walk Metropolis–Hastings proposes θ∗∼N(θ,ϵ2I)\theta^* \sim \mathcal{N}(\theta, \epsilon^2 I) from the current state θ\theta and targets p(θ)∝p∗(θ)p(\theta) \propto p^*(\theta), where p∗p^* is unnormalised. With which probability is θ∗\theta^* accepted?

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