diff --git a/matlab/independent_metropolis_hastings_core.m b/matlab/independent_metropolis_hastings_core.m
index 22bd89e4e..05abefeb1 100644
--- a/matlab/independent_metropolis_hastings_core.m
+++ b/matlab/independent_metropolis_hastings_core.m
@@ -27,7 +27,7 @@ global bayestopt_ estim_params_ options_  M_ oo_
 struct2local(myinputs);
 
 % (re)Set the penalty
-bayestopt_.penalty = -Inf;
+bayestopt_.penalty = Inf;
 
 MhDirectoryName = CheckPath('metropolis');
 
diff --git a/matlab/random_walk_metropolis_hastings_core.m b/matlab/random_walk_metropolis_hastings_core.m
index 419ff3a7b..840bbc028 100644
--- a/matlab/random_walk_metropolis_hastings_core.m
+++ b/matlab/random_walk_metropolis_hastings_core.m
@@ -27,7 +27,7 @@ global bayestopt_ estim_params_ options_  M_ oo_
 struct2local(myinputs);
 
 % (re)Set the penalty
-bayestopt_.penalty = -Inf;
+bayestopt_.penalty = Inf;
 
 MhDirectoryName = CheckPath('metropolis');