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_sources/lectures/MarkovChains.ipynb

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"\n",
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"We often use a multivariate Gaussian for $Q$ since it is easy to sample from. Any proposal distribution is valid, but choosing a $Q$ \"closer\" to $P$ generally reaches the desired equilibrium faster.\n",
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"\n",
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"The proposal distribution can either be used to update to the current state (\"random walk\") or to generate a new state:"
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"The proposal distribution can either be used to update relative to the current state (\"random walk\") or to generate a new state:"
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]
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},
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{

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