I am trying to modify the proposal distributions in the Metropolis-Hastings sampler in the AdvancedMH.jl package. It is not clear to me what the Static and RandomWalk proposals do. As I understand it, the former draws a random sample from the prior, and the latter uses a transition kernel from the previous sample (i.e. a distribution conditioned on the previous sample value). If I understand it correctly the Static proposal does not generate a Markov Chain (and therefore wouldn’t actually be a MH sampler), but a plain Monte Carlo algorithm.
Is that correct, or is the Static proposal doing something else?