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MCMC MH move proposal

Open kai1991s opened this issue 4 years ago • 7 comments

Regarding the class "mcee.moves.MHMove(proposal_function, ndim=None)", I'm willing to use the MHMove for my problem but I need help in defining the proposal function. Is there a toy example from which I could learn the details?

kai1991s avatar Feb 15 '21 21:02 kai1991s

I'm in the same boat. Is there a basic working example for this?

crhea93 avatar Nov 24 '21 16:11 crhea93

There isn't a worked example anywhere, but I'd recommend checking out the GaussianMove source code because it should give you an idea of how it's all supposed to work: https://github.com/dfm/emcee/blob/main/src/emcee/moves/gaussian.py

dfm avatar Nov 25 '21 13:11 dfm

If there is no basic working example then has this method been tested?

crhea93 avatar Nov 25 '21 14:11 crhea93

Yes, it is tested.

dfm avatar Nov 25 '21 15:11 dfm

Is it possible to see the code that was used to test it?

crhea93 avatar Nov 25 '21 15:11 crhea93

https://github.com/dfm/emcee/blob/main/src/emcee/tests/integration/test_gaussian.py

dfm avatar Nov 25 '21 15:11 dfm

This is fantastic! Thank you very much for taking the time to respond to these messages :) I'll work on getting a small working example to post here for others who may run into the same issue.

crhea93 avatar Nov 25 '21 15:11 crhea93