I’m trying to run the code in chapter 1 of the book that Thomas Wiecki recommended: Probabilistic Programming and Bayesian Methods for Hackers. However, I get the error: “The number of effective samples is smaller than 25% for some parameters.” The data being analyzed is the number of text message…

The statement from StackExchange is only partially right - you reduce or increase the probability of accepting the proposal at each step by adjusting the step size, and too large or too small step size both lead to high autocorrelation - small step size you are likely to accept all step which leads …

The number of effective samples is smaller than 25% for some parameters

Questions

adam April 5, 2018, 2:40pm 5

thank you

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The number of effective samples is smaller than 25% for some parameters

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