An additive constant leaves the target variance and accepted-sample mean variance unchanged, but changes the variance of unnormalized importance sampling because its random weights do not sum to one. With g uniform on (0,1), f(x)=2x and M=2, phi(x)=x gives importance variance 16/45 versus rejection proposal-budget variance 1/9. Replacing phi by x-1 gives importance variance 1/45 with the same rejection variance, reversing preference.
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