Variance 0 at the mode is propagating to metropolis hasting

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Variance 0 at the mode is propagating to metropolis hasting

Postby Aldo » Sun Jul 09, 2017 1:59 am

Some of my posteriors are very tight around some points, My results can be downloaded from:

https://drive.google.com/open?id=0B7CeaUeeWSo3VjZ1dFRmbHlVd00

(pag. 70-77).
I think it happens because variance almost 0 at the mode is propagating to metropolis hasting.
Is this result normal or is this a problem and I should be worry. How could I fix this?

I am thinking to modify priors so that they have mean and variance similar to the computed at mode.

Thanks a lot
Aldo
 
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Re: Variance 0 at the mode is propagating to metropolis hast

Postby jpfeifer » Mon Jul 10, 2017 2:07 pm

Your MCMC did clearly not converge yet. You may need a lot more draws. How did the mode_check plots look like? And what was the acceptance rate during the MCMC?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Location: Cologne, Germany


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