Typo in mixture survey

This morning I received the following email

(…) I have a question regarding an algorithm in one of your papers, “Bayesian Modelling and Inference on Mixtures of Distributions“.  On page 33, in the Metropolis-Hastings algorithm for the mixture you accept the proposal if r < u.  As I understand the MH algorithm you accept the proposal with probability r (technically min(r,1)), so I would expect that you accept if u < r.  I cannot see or find a reason elsewhere why r < u works?  If you could clarify why r < u works for the MH algorithm I would really appreciate it. (…)

which rightly points out an embarrassing typo in our mixture survey, published in the Handbook of Statistics, volume 25. Indeed, the inequality should be the reverse, u<r, as in the other algorithmic boxes of the survey.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.