Metropolis-Hastings algorithm
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lubbocks
I am trying to derive the optimum accpetance rate for the MH alogrithm for a non-normal proposal distribution. I have read a few articles which describe how determine it for a normal distribution. They all involve using the Langevin diffusion equation. I need to understand how the Langevin diffusion process will change when a non-normal proposal is used. Any thoughts... or know where to look?
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