Tag
metropolis-hastings
- Apr 3, 2026 Metropolis-Hastings: Detailed Balance and Proposal Design How a Markov chain is built so that an unnormalized density becomes its stationary distribution, what the acceptance ratio compensates for, and when a correctly implemented sampler still mixes badly. machine learning
- Feb 4, 2025 Detailed Balance and the Stationary Distribution of a Markov Chain A single equation on the transition kernel guarantees that a distribution is stationary, which is what turns a chain of biased moves into a sampler for an arbitrary target. scientific computing