(updated) toy example where NUTS with dense mass matrix outperforms default NUTS

15 views
Skip to first unread message

Yuanjun Gao

unread,
Dec 16, 2012, 9:25:26 AM12/16/12
to stan...@googlegroups.com
I just realized that I should use "thin=1" when using stan to check the autocorrelation. And I find that in my example, the dense matrix not only saves time but also get better sample result with higher quality(much smaller acf) The result is attached. Thank you for further comments.

Best,
Yuanjun

toy_example.pdf
Reply all
Reply to author
Forward
0 new messages