delayed_rejection
Use the Delayed Rejection MCMC algorithm
Topics
bayesian_calibration
Specification
Alias: None
Arguments: None
Default: dram
Description
This keyword specifies the use of the Delayed Rejection algorithm in which there can be a delay in rejecting samples from the chain. That is, the “DR” part of DRAM is used but the “AM” part is not, rather a regular Metropolis-Hastings algorithm is used.
Default Behavior
Five MCMC algorithm variants are supported: dram
,
delayed_rejection
, adaptive_metropolis
, metropolis_hastings
, and
multilevel
. The default is dram
.
Usage Tips
If the user knows something about the proposal covariance or the
proposal covariance is informed through derivative information, using
delayed_rejection
is preferred over dram
: the proposal covariance is
already being informed by derivative information and the adaptive
metropolis is not necessary.
Examples
method,
bayes_calibration queso
delayed_rejection
samples = 10000 seed = 348