I would greatly appreciate your help with the following issue I have been having.
When I am doing MCMC simulations, for the two MH chains, I get very different acceptance rates. For example, for the current run I got 0.2122 for one and 0.0084 for the other. As a result, the results are completely unreliable, there is no convergence between chains, and so on. Can anyone please suggest as to what might be causing this?
Thanks in advance.