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mjrosenb/gist:32606187fb8bf338d9f8

Created January 25, 2015 01:49
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gistfile1.txt
import random
def Q(xs):
return [gauss(x,1) for x in xs]
def next(F, x):
x_ = Q(x)
Fx_ = F(x_)
Fx = F(x)
if Fx_ > Fx:
return x_
a = Fx_ / Fx
if random.random() < a:
return x_
return x
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