Dan Simpson • 11/22/2022

MCMC with the wrong acceptance probability

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This technical article examines what happens to Markov Chain Monte Carlo (MCMC) algorithms when the acceptance probability is computed incorrectly or approximated. It explains the Metropolis-Hastings framework, discusses the role of the acceptance probability, and reviews academic literature on the robustness of MCMC when using perturbed or unbiased random acceptance probabilities.

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#Markov Chain Monte Carlo #Metropolis Hastings #Acceptance Probability
MCMC with the wrong acceptance probability

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