Handwritten Notes on Metropolis Algorithm and Beyond | STATS 102A, Study notes of Statistics

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th F Meb»polis Algovi¥iwm curd Beyowal E | The insic then of Markov phats Moute Carle (MEMC) ke ; Want te geremte X= (i, Xan Kad ~ WOE), emp E, (how) =| hee fies x Meme . geterate B jepueue of Samistes Xi, Ka) Xp : Xe =(%a, Yar), tele, r sacle Yoat each ke ~ TX), { Xs [tai , n} is 6a Markov hein » Xe~ PU Kel ke) w Yi, he, Xe ix cere lated mat dhe) . $2 Transitiim Kermel and globad belon Dewste fhe one-step transition of He MC, by K(X, 4) = pi 9{X), vt, > Tw Kix, y) = 14) GyeX, glebel belane wrt Tex), vex [ Feokw. ga = 14) one step a Too is a sketienaiy diditution of the Markov Chain will, chansitin Rernel KOY, $) Snag Merkov chara Given iwihiah state Xo fansitonkemel KEY. Y) want Te simulate He Mc, with he Pansition Revel foy bel,2,-°) 1. For BEL Ben, Sample Y_ ~ Kika, y) ; tat Emme KO, 4) = NO RL). play vw MO-ba, 0°) a= 1) vv pabo AK 24 : p> —_H 41> XX Ne Xe. o yy key b \