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is_symmetric_proposal
1 parent 82e0542 commit 12356c1Copy full SHA for 12356c1
src/mh-core.jl
@@ -192,8 +192,15 @@ function AbstractMCMC.step(
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end
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"""
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- is_symmetric_proposal(proposal)
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-
+ is_symmetric_proposal(proposal)::Bool
+
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+Implementing this for a custom proposal will allow `AbstractMCMC.step` to avoid
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+computing the "Hastings" part of the Metropolis-Hasting log acceptance
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+probability (if the proposal is indeed symmetric). By default,
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+`is_symmetric_proposal(proposal)` returns `false`. The user is responsible for
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+determining whether a custom proposal distribution is indeed symmetric. As
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+noted in `MetropolisHastings`, `proposal` is a `Proposal`, `NamedTuple` of
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+`Proposal`, or `Array{Proposal}` in the shape of your data.
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is_symmetric_proposal(proposal) = false
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