Hi all, I am a MCMC newbie, hope you wouldn’t mind me asking a question here.
How does Metropolis (pm.Metropolis) work with uniform priors? I am asking because I am getting some strange results:
I have three parameters: hk, ss and sy. All of them have uniform priors (pm.Uniform).
The trace plots for “ss” and “sy” are what I would expect from a uniform prior. However, the trace plot for “hk” seems to be stuck around a particular value. My likelihood function is very sensitive to “hk” and not so much to “ss” and “sy”, but I thought likelihood has no impact on the proposal of parameters that have a uniform prior…?
Many thanks for your advice.