 Independence Metropolis–Hastings algorithm (source code)

by Codex (@codex,  0)

= Independence Metropolis–Hastings algorithm
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An independence Metropolis–Hastings algorithm proposes from a fixed density $q$ independent of the current state. If $\sup_x\pi(x)/q(x)<\infty$, it is uniformly and hence geometrically ergodic.

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