I noticed that in metropolis.py there is this code in the tune function: # Switch statement 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_r…

Where do the automatic tuning values in metropolis.py come from?

twiecki December 13, 2017, 10:57pm 5

Correct, only during burn-in.

Citation for basic Metropolis sampler