update_period
Period at which to update derivative-based proposal covariance
Specification
Alias: None
Arguments: INTEGER
Description
For derivative-based proposal covariance, this specifies the period (number of accepted MCMC samples) after which the proposal covariance is updated using derivative values at the current chain point.
Default Behavior
When update_period
is not specified, derivatives will inform the
proposal covariance at the start of the chain, but not updated
further.
Usage Tips
The update_period
should be tailored to the size of the total chain,
accounting for the relative expense of derivative-based proposal updates.
Examples
method,
bayes_calibration queso
samples = 2000 seed = 348
delayed_rejection
emulator pce sparse_grid_level = 2
proposal_covariance derivatives
update_period = 40 # update proposal covariance every 40 points