Positive-parameter random walk with boundary rejection

ID: positive-parameter-random-walk-with-boundary-rejection

To update a positive parameter, a symmetric additive proposal distribution can be generated on the whole real line. Reject nonpositive proposals; accept positive ones using the target density ratio. The off-diagonal proposal remains symmetric. Repeatedly redrawing until the proposal is positive instead truncates and renormalizes the proposal differently at different current states, so a Hastings correction is then required. A symmetric walk in is another valid method, but its transformed target includes the Jacobian determinant factor .

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