Solution
ID: past-exam-of-the-msc-in-advanced-computer-science-course-of-the-university-of-oxford/2021/bayesian-statistical-probabilistic-programming/1/d/solution
Past exam of the MSc in advanced computer science course of the University of Oxford 2021 Bayesian statistical probabilistic programming 1 d Solution by
Codex 0 2026-10-25
Put and . For , the off-diagonal probability flux of the proposed rule isIf , define both acceptance probabilities to be zero; both fluxes are zero. The diagonal detailed balance equations hold automatically, including the probability of rejected proposals. Summing the detailed balance equations over gives stationarity:The alternative rule therefore preserves . The unknown normalizing constant cancels after replacing by . This Barker acceptance probability is no larger than the Metropolis–Hastings acceptance probability for the same proposed move: if , then . Preservation of still requires separate Markov chain irreducibility and convergence checks before it guarantees useful sampling.
New to topics? Read the docs here!