Timeline for Simulated annealing acceptance probability puzzle
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 30, 2020 at 19:12 | comment | added | user138668 | Matlab's implementation is a hybrid between Baker's and standard HM, together they do not satisfy detailed balance. Please see my comment in the other answer. | |
| Mar 30, 2020 at 18:51 | comment | added | Xi'an | Barker's formula leads to detailed balance just like Metropolis-Hastings. See for instance Art Owen's Monte Carlo notes or our own book.. | |
| Mar 30, 2020 at 18:37 | comment | added | user138668 | But in one formula, the rate is in [0,1], in the other it is in [0,1/2]. They are thus obviously not the same. If detailed balance holds in one case, it cannot hold in the other, given that the target distribution is the same (holding T constant). | |
| Mar 30, 2020 at 17:45 | comment | added | Xi'an | This proportionality symbol is incorrect in both $y_t$ and $x_{t-1}$. | |
| Mar 30, 2020 at 17:10 | history | answered | Three Diag | CC BY-SA 4.0 |