Markov Chains and Importance Sampling 3.
Subtle but important point
- Underlying matrix T is set by the trial-move algorithm (select new point uniformly in vicinity of present point)
- It is important that new points are selected in a volume that is independent of the present position
- If we reject configurations outside R, without taking the original point as the “new” one, then the underlying matrix becomes asymmetric
Different-sized trial sampling regions