Closed matt-graham closed 1 month ago
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Provides defaults for
target_accept_prob
andinitial_scale
parameter to scale adapters which are proposal (and forinitial_scale
dimension) dependent using 'optimal' values from Roberts and Rosenthal (2001)target_accept_prob = 0.234
andinitial_scale = 2.38 / (dimension)^(1/2)
target_accept_prob = 0.574
andinitial_scale = 2.38 / (dimension)^(1/3)
and recommend values from Livingstone and Zanella (2022) for Barker proposal of
target_accept_prob = 0.4
andinitial_scale = 2.38 / (dimension)^(1/3)
.