What proposal distribution used in MCMC in package pymc?

[Robert Willy]

Hi,

I just learn pymc. In its tutorial example (coal mine disaster), it simply calls MCMC algorithm. I do not see what proposal distribution is used. Could you tell me that?

Thanks,

[Thomas Wiecki]

Hi,

By default it uses Metropolis-within-Gibbs sampling with a Normal proposal distribution. The scale is being adapted to achieve about 50% acceptance.

Thomas

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Thomas Wiecki, PhD

Data Science Lead, Quantopian Inc, Boston