Adjust the proposal distribution to get a particular acceptance ratio.

diff --git a/MCMC-Laplace/mcmc-laplace.cc b/MCMC-Laplace/mcmc-laplace.cc
index 5a6633f4f89ba0efb8e8446e90809e78170a2c95..80e86567c2130ad013c32b27a06ecc07d25e5472 100644 (file)
--- a/MCMC-Laplace/mcmc-laplace.cc
+++ b/MCMC-Laplace/mcmc-laplace.cc
@@ -842,7 +842,7 @@ int main()
   LogLikelihood::Gaussian        log_likelihood(exact_solution, 0.05);
   LogPrior::LogGaussian          log_prior(0, 2);
   ProposalGenerator::LogGaussian proposal_generator(
-    random_seed, 0.0725); /* so that the acceptance ratio is ~0.3 */
+    random_seed, 0.09); /* so that the acceptance ratio is ~0.24 */
   Sampler::MetropolisHastings sampler(laplace_problem,
                                       log_likelihood,
                                       log_prior,