Fix mh_accept_ratio

Author: devmotion

ext/AdvancedHMCCUDAExt.jl

@@ -28,7 +28,7 @@ function AdvancedHMC.mh_accept_ratio(
     Horiginal::TA,
     Hproposal::TA,
 ) where {T<:AbstractFloat,TA<:CUDA.CuArray{<:T}}
-    α = min.(one(T), exp.(Horiginal .- Hproposal))
+    α = min.(one(T), exp.(Hproposal .- Horiginal))
     # NOTE: There is a chance that sharing the RNG over multiple
     #       chains for accepting / rejecting might couple
     #       the chains. We need to revisit this more rigirously 

src/trajectory.jl

@@ -844,8 +844,8 @@ function mh_accept_ratio(
     Horiginal::T,
     Hproposal::T,
 ) where {T<:AbstractFloat}
-    accept = Random.randexp(rng, T) > Hproposal - Horiginal
-    α = min(one(T), exp(Horiginal - Hproposal))
+    accept = Horiginal < Hproposal + Random.randexp(rng, T)
+    α = min(one(T), exp(Hproposal - Horiginal))
     return accept, α
 end
 
@@ -860,7 +860,7 @@ function mh_accept_ratio(
     #       in the future. See discussions at 
     #       https://github.com/TuringLang/AdvancedHMC.jl/pull/166#pullrequestreview-367216534
     _rng = rng isa AbstractRNG ? (rng,) : rng
-    accept = Random.randexp.(_rng, (T,)) .> Hproposal .- Horiginal
-    α = min.(one(T), exp.(Horiginal .- Hproposal))
+    accept = Horiginal .< Hproposal .+ Random.randexp.(_rng, (T,))
+    α = min.(one(T), exp.(Hproposal .- Horiginal))
     return accept, α
 end