From: Wolfgang Bangerth <bangerth@colostate.edu>
Date: Thu, 16 Jan 2020 21:23:30 +0000 (-0700)
Subject: Adjust the proposal distribution to get a particular acceptance ratio.
X-Git-Url: https://gitweb.dealii.org/cgi-bin/gitweb.cgi?a=commitdiff_plain;h=1ec93c73dd890dba4dd71127ef3e4ff0c3ae588a;p=code-gallery.git

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 5a6633f..80e8656 100644
--- 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,