Hi, in a situation where I’m using non-blocked compound metropolis-hastings (ie: it looks like this: > Multiprocess sampling (8 chains in 8 jobs) > CompoundStep > Metropolis: [A] > Metropolis: [B] > Metropolis: [C] > Metropolis: [D] etc), it’s not 100% clear to me exactly what’s going on under th…

There is a bit more detail here: Compounds steps [image] nmrobert: Is this a component-wise MH algorithm, where each continuous variable has a separate and independent univariate proposal distribution, and the overall proposal vector is updated component-wise, with each element being accepted o…

CompoundStep MH Sampling - Separate scaling factors?

Questions

nmrobert July 16, 2018, 2:56pm 3

Thanks for your help, that clears my uncertainty up.

Topic		Replies	Views
Compounds steps Questions	5	2213	March 15, 2018
Metropolis scaling: different for each RV? Questions	3	591	July 6, 2020
Metropolis step method initialization being called repeatedly and slow Questions	8	882	December 18, 2018
Interleave sampling of two groups of variables in pymc3 Questions	4	431	March 27, 2020
Metropolis equivalent to NUTS target_accept? Questions	3	1291	August 7, 2018

CompoundStep MH Sampling - Separate scaling factors?

Related topics