From 1ec93c73dd890dba4dd71127ef3e4ff0c3ae588a Mon Sep 17 00:00:00 2001 From: Wolfgang Bangerth Date: Thu, 16 Jan 2020 14:23:30 -0700 Subject: [PATCH] Adjust the proposal distribution to get a particular acceptance ratio. --- MCMC-Laplace/mcmc-laplace.cc | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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, -- 2.39.5