Barker acceptance probability

ID: barker-acceptance-probability

The Barker acceptance probability accepts a proposal using the displayed ratio. If and , the accepted flux is , symmetric in the two states. This proves detailed balance; define acceptance as zero when . Rejected proposals contribute to the diagonal transition probability. Replacing by an unnormalized target leaves the ratio unchanged. For a common proposal, shows that its acceptance probability never exceeds the Metropolis–Hastings acceptance probability. The name refers to A. A. Barker's work on Monte Carlo methods for a plasma; the initials are retained without an unverified expansion.[ref]

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