hi
the same mh_jscale seems to yield different acceptance ratios in dynare version 3 .065 and version 4. wonder where the adjustment has taken place.
thanks
reuben
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mh_jscale
by reubenpjacob » Sat May 23, 2009 4:19 pm
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Re: mh_jscale
by StephaneAdjemian » Sun May 24, 2009 2:54 pm
Hi Reuben,
Is your problem systematic? The effective acceptance ratio depends on the sequence of proposals. Two different sequences of proposals may lead the mcmc in very different regions of the posterior distribution... In this case the acceptance ratios will be very different. If you think that the problem is systematic, can you post an example?
Best,
Stéphane.
Is your problem systematic? The effective acceptance ratio depends on the sequence of proposals. Two different sequences of proposals may lead the mcmc in very different regions of the posterior distribution... In this case the acceptance ratios will be very different. If you think that the problem is systematic, can you post an example?
Best,
Stéphane.
- StephaneAdjemian
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- Location: Paris, France.
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