university-of-newcastle-research / pmwg

Repository for code for the Samplers Team at UoN
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Auto-tuning epsilon value based on acceptance rate #40

Closed gjcooper closed 3 years ago

gjcooper commented 4 years ago

Problem definition When sampling from certain models/datasets there is a difficulty accepting new samples from the proposals due to the use of the group level covariance matrix at the individual subject level. Setting epsilon can help with this, but a nice method to avoid manually running and rerunning with new epsilon values would be to automatically tune the epsilon value based on current acceptance rate.

Describe the solution you'd like A new "auto" value for epsilon that implements the auto tuning capability described above

Additional context A dataset provided by Scott/Aline can be a good candidate for testing

gjcooper commented 3 years ago

Closed as duplicate of #39