Hessian after additional_optimizer_steps

Estimation ML/Bayesian estimation
1

I have a question regarding the use of multiple optimization steps via the additional_optimizer_steps option. When several optimization techniques are specified, which optimizer’s Hessian is ultimately used for the Metropolis-Hastings algorithm?

Thanks a lot

2

It’s of course the one from the final step. The Hessian should be the one at the mode and the mode is (hopefully) only found after the last step.

3

Thanks a lot:)