Metropolis-Hastings Algorithm
Propose x' ~ q(x'|x), then accept with probability min(1, [p(x')q(x|x')]/[p(x)q(x'|x)]), else stay at x; the accept/reject correction turns any proposal into a chain with the target as stationary distribution.
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Propose x' ~ q(x'|x), then accept with probability min(1, [p(x')q(x|x')]/[p(x)q(x'|x)]), else stay at x; the accept/reject correction turns any proposal into a chain with the target as stationary distribution.
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