MHProposal

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MHProposal#

class liesel.goose.MHProposal(position: Position, log_correction: float)[source]#

Bases: NamedTuple

Encapsulates a proposed state and the log-correction for a Metropolis-Hastings transition.

Parameters:

  • position (Position (dict[str, Any])) – A dictionary mapping parameter names to their newly proposed values.

  • log_correction (float) – The Metropolis-Hastings correction in the case of an asymmetric proposal distribution. Let \(q(x' | x)\) be the density of the proposal x' given the current state x, then the log_correction is defined as \(\log[q(x | x') / q(x' | x)]\).

See also

MHKernel

Attributes

log_correction

Let \(q(x' | x)\) be the proposal density, then \(log(q(x | x') / q(x' | x))\) is the log_mh_correction.

position

Alias for field number 0
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