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…

Tuning proposal in Metropolis

jiayuand January 11, 2022, 9:57pm 7

Anybody know if I use a Dirichlet prior for that the summation of variable sum to 1, and I am using a Metropolis sample, what is the proposal function in Pymc3?

Topic		Replies	Views
Error in the sampling process, 'sd' not taken in account in Metropolis.py Questions	8	1506	September 29, 2017
Metropolis equivalent to NUTS target_accept? Questions	3	1291	August 7, 2018
Citation for basic Metropolis sampler Questions	2	816	October 2, 2018
Where do the automatic tuning values in metropolis.py come from? Questions	5	1004	December 14, 2017
Metropolis proposal dist Questions	6	1019	November 15, 2018

Tuning proposal in Metropolis

Related topics