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The Metropolis Update

If q(x, y) = q(y, x) for all x and y, then the Hastings ratio R becomes the `odds ratio' h(y) / h(x). This special case is called a `Metropolis update'. It avoids the requirement of being able to evaluate q(x, y), but has no other virtues. It should be used when convenient and effective and not otherwise.



Charles Geyer
Fri Jul 5 15:26:21 CDT 1996