Shared flowchart

Mathematics · L5 · Metropolis–Hastings MCMC Flow

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Step-by-step flowchart of one iteration of the Metropolis–Hastings algorithm, including the acceptance–rejection step.

by @openstemUpdated Mathematics
Current state θPropose θ' ~ qθ'|θCompute Hastings ratio r = π·θ'·q·θ|θ' / π·θ·q·θ'|θα = min1, rDraw u ~ Uniform0,1u ≤ α?Accept: θ ← θ'Reject: θ staysyesno

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