Hello, I calculated sum( trace[‘model_logp’][1:]==trace[‘model_logp’][:-1] )/len(trace[‘model_logp’]), which, I thought, is an acceptance rate. But I found that it approaches zero as the dimension increases. trace[‘mean_tree_accept’].mean() is close to the given target accept rate, though… How ca…

In classical HMC, we propose one new point and either accept that one point or stay where we started. But in dynamic hmc (nuts) we produce a trajectory in each step, and always sample one point from that whole trajectory (which includes the starting point) using multinomial sampling, where the weigh…

How can I show the acceptance rate when NUTS is used?

Questions

Takashi_Nishizawa September 1, 2020, 11:50am 3

Thank you so much! I’ll read the reference.

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How can I show the acceptance rate when NUTS is used?

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