Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 43 3 a iii Solution Created 2026-10-03 Updated 2026-10-14
A valid symmetric proposal distribution is with on the entire real line. Reject immediately if . Otherwise use the positive-parameter random walk with boundary rejection. Withthe Metropolis–Hastings acceptance probability isNo Jacobian determinant is needed for this additive proposal in . Do not repeatedly redraw until : that would create a state-dependent truncated proposal and require an additional Hastings correction. Alternatively a symmetric walk in respects positivity, but then the transformed target has a factor ; equivalently the acceptance ratio in variance coordinates has the extra factor .