Metropolis equivalent to NUTS target_accept?


#1

Is there an equivalent argument to NUTS target_accept for Metropolis sampling? Apologies if this is obvious and I’ve missed the documentation. My goal is to be able to manually tune the acceptance ratio in an MH model.

Many thanks


#2

I dont think we have such option implemented, you will need to modify the code yourself here:


and here:


#3

Thanks, I’ll look at this. Can you advise on any similar strategies reduce the acceptance parameter (accept a wider range of solutions)? (I’m new to MCMC/PyMC so there might be a better way to get to where I’d like to go…)


#4

In general this is a difficult question for Metropolis, you can have a look at these 2 related discussions:


For NUTS and HMC, I think the value is empirically works fine, but there is also no theory behind it.