# Questions tagged [mcmc-acceptance-rate]

The acceptance rate (acceptance ratio, acceptance fraction) for a Markov Chain Monte Carlo sampler indicates the fraction of accepted over proposed moves.

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### Need to understand a statement for Random Walk Metropolis algorithm's proposal distribution?

I was told that the proposal distribution of Random Walk Metropolis needs to be symmetric. But today I was reading a book about Bayesian Analysis which contains the following statement: "The proposal ...
113 views

### How to tune MCMC with unwieldy posterior [duplicate]

Let's say I have $n$ observations of a random variable, $X_1, \dotsm, X_n \sim \mathcal{N}(0, \sigma^2)$. I also assume $\sigma^2$ has a Gamma(1,1) prior distribution, $\pi(x) = \exp(-x)$. I'm now ...
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### Hamiltonian Monte Carlo with acceptance threshold of zero

I realize this is an open-ended question, but I'll accept any answer with gives a reasonable explanation and something to try. I'm running Hamiltonian Monte Carlo, specially pyhmc, and logging the ...
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### Adaptive MCMC when variables exist only conditionally?

I'm looking at models that make the existence of one variable depend on another variable. For example, n ~ geometric(0.5) x ~ iid(n,normal(0,1)) Here, ...
20 views

### convergence and efficiency of mcmc chains and estimation of covariance matrix

I am doing some bayesian analysis and exploring posterior distribution with mcmc method. I would like some clarification with estimating the covariance matrix. I have a model with 6 parameters. ...
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### MCMC Metropolis-Hastings sampler - Estimation of multiple parameters

First time that I ask a question on this platform! Here I go... I have a dataset with two random variables X1 and X2 and an output Y which comes from a discrete Weibull distribution. I've been trying ...
17 views

### How to evaluate the draw from the proposal of a Metropolis-Hastings?

In the Metropolis-Hastings step of a MCMC, given a $\theta_n$, I'm drawing $\theta_{n+1} \sim F(\mu(\theta_n), \Sigma)$ where the $\mu$ is a location vector and $\Sigma$ is a scale matrix. When ...
50 views

### Why volume preservation is important for Metropolis update? [duplicate]

I think my question is naive but I would like to ask why why volume preservation is important for MCMC and specifically Metropolis update.I'm reading the following paper https://arxiv.org/pdf/1206....