Metropolis Hastings Acceptance Ratio

Problem

The Metropolis-Hastings acceptance ratio is min(1, p_new * q_forward / (p_old * q_reverse)), where p are target densities and q are proposal densities.

Given the target densities and proposal densities, return the ratio.

Hint

The ratio is capped at one for certain acceptance.

Test cases

case 1

in: [1,2,1,1]

expected: 0.5

case 2

in: [0.5,1,1,2]

expected: 0.25

case 3

in: [3,1,0.5,0.5]

expected: 1

Starter codePython

def metropolis_acceptance_ratio(p_new, p_old, q_forward, q_reverse):
    # Your code here
    pass

3 test cases · run your code against them in the editor