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fix Metropolis-Hastings formula in docs
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yomichi committed Apr 15, 2021
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2 changes: 1 addition & 1 deletion doc/en/source/algorithm/exchange.rst
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Expand Up @@ -172,7 +172,7 @@ The acceptance probability :math:`Q(\vec{x} | \vec{x}_t)` is defined as

.. math::
Q(\vec{x} | \vec{x}_t) = \min\left[1, \frac{W(\vec{x})P(\vec{x}_t | \vec{x}) }{W(\vec{x}_t) P(\vec{x}_t | \vec{x})} \right].
Q(\vec{x} | \vec{x}_t) = \min\left[1, \frac{W(\vec{x})P(\vec{x}_t | \vec{x}) }{W(\vec{x}_t) P(\vec{x} | \vec{x}_t)} \right].
It is easy to verify that the detailed balance condition is satisfied by substituting it into the detailed balance condition equation.

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2 changes: 1 addition & 1 deletion doc/ja/source/algorithm/exchange.rst
Original file line number Diff line number Diff line change
Expand Up @@ -165,7 +165,7 @@ MH 法では、遷移プロセスを提案プロセスと採択プロセスと

.. math::
Q(\vec{x} | \vec{x}_t) = \min\left[1, \frac{W(\vec{x})P(\vec{x}_t | \vec{x}) }{W(\vec{x}_t) P(\vec{x}_t | \vec{x})} \right]
Q(\vec{x} | \vec{x}_t) = \min\left[1, \frac{W(\vec{x})P(\vec{x}_t | \vec{x}) }{W(\vec{x}_t) P(\vec{x} | \vec{x}_t)} \right]
とします。
この定義が詳細釣り合い条件を満たすことは、詳細釣り合いの式に代入することで簡単に確かめられます。
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