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maxstepsize
Posted:
Mon Jun 08, 2015 4:12 pmby Ravelomanana
the maxstepsize value in the climbing the hill process fall in zero
however the current MH acceptance ratio for the first and second block was respectively 0.27 and 0.28
what does it mean?
best
Re: maxstepsize
Posted:
Tue Jun 09, 2015 8:37 amby jpfeifer
Please provide an example to replicate the issue.
Re: maxstepsize
Posted:
Tue Jun 09, 2015 1:32 pmby Ravelomanana
even the process did not go at the end. I guess the maxstepsize is about 0.0000 meaning around zero. and the MH acceptance rate was as I said above. In the matlab window some red warning message saying Matrix is singular ...badly scaled...something like this..
does it mean that the prior mean give any information to the data or what?
or the observation equations are not well specified or I have to add more observation?