Hi,
When I run my program, I only get acceptation rates of 25% if I have very low values of mh_jscale (ex: 0.0007).
Does anyone know if this is a serious problem?
I'm not sure what is best to have an accepation rate around 25% or to have an mj_jscale of 0.2 to 0.4.
Best,
Joao
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acceptation rates
by jmadeira » Thu Jan 03, 2008 5:03 pm
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by reubenpjacob » Fri Jan 04, 2008 2:04 am
hi J
the jscale and initscale required to get the 'optimal' acceptance rate is model-specific. the acceptance rate is the 'target' to be achieved by adjusting the step-size, ie. the scales. so the scale themselves dont have any meaning and there is no requirement that it should equal a particular value.
the jscale and initscale required to get the 'optimal' acceptance rate is model-specific. the acceptance rate is the 'target' to be achieved by adjusting the step-size, ie. the scales. so the scale themselves dont have any meaning and there is no requirement that it should equal a particular value.
- reubenpjacob
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- Location: Reserve Bank of New Zealand
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