I was wondering whether there are any ways to decrease the tuning time we are using
mh_tune_jscale in the estimation? For example, draw fewer samples for tuning or something like that?
In general, is it recommended to use
mh_tune_jsacle or the other way around (setting
mh_jscale manually)? Thanks a lot!
You can modify
The last four tell the program that there must be
c3=4 consecutive runs of
stepsize=2000 draws where the overall acceptance rate was less than
c1=2% from target and less than
c2=5% over the last