The MultiTrace created by sampling using Metropolis supports accept, a useful statistic for looking at how the acceptable probability changes over the sampling for each RV. accept is a numpy array with the shape (steps, RVs), so when my model of 6 RVs samples for 10,000 steps, accept has 10000 rows …

(For folks in the future wondering about the answer to this question.) By trial and error, I now understand which RV corresponds to which index in the trace stats. During sampling, the RVs are listed, e.g. [image] The first RV listed is the first (i.e. zero index) of the trace stats. The second R…

Metropolis accept prob: which RV corresponds to which index?

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junpenglao July 1, 2020, 11:20am 2

You can find out the mapping using the array_to_dict method:

logp = model.logp_dlogp_function()
logp.array_to_dict(array_slice)

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Metropolis accept prob: which RV corresponds to which index?

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