acceptance rates in MH chains

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acceptance rates in MH chains

Postby openmacro » Sun Aug 09, 2009 8:28 pm

Hi all,

I would greatly appreciate your help with the following issue I have been having.

When I am doing MCMC simulations, for the two MH chains, I get very different acceptance rates. For example, for the current run I got 0.2122 for one and 0.0084 for the other. As a result, the results are completely unreliable, there is no convergence between chains, and so on. Can anyone please suggest as to what might be causing this?

Thanks in advance.
openmacro
 
Posts: 11
Joined: Sun Jun 21, 2009 5:12 am

Re: acceptance rates in MH chains

Postby JamieHall » Mon Aug 10, 2009 3:56 am

Sounds weird! Can you post your code & data?
JamieHall
 
Posts: 20
Joined: Wed Feb 11, 2009 4:42 am


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