How can I provide a certain proposal width to my sampler and not let it change during the entire sampling?
I see that PyMC3 executes the following code to scale the proposal width. I don’t want this to happen and I would like to provide my own standard deviation for the normal distribution proposal. Is this possible?
if acc_rate < 0.001: # reduce by 90 percent scale *= 0.1 elif acc_rate < 0.05: # reduce by 50 percent scale *= 0.5 elif acc_rate < 0.2: # reduce by ten percent scale *= 0.9 elif acc_rate > 0.95: # increase by factor of ten scale *= 10.0 elif acc_rate > 0.75: # increase by double scale *= 2.0 elif acc_rate > 0.5: # increase by ten percent scale *= 1.1
In addition, I believe that the PyMC3 executes the above code only during the burn-in period. If yes, then after burn-in period what scaling factor does the sampler use? Is it the scaling value used in the last step of the burn-in period?