initial_weight

Parameter for the DILI MCMC algorithm in MUQ

Specification

  • Alias: None

  • Arguments: INTEGER

  • Default: 100

Description

“Weight” or number of samples given to the to initial Hessian. The weight on the previous average Hessian estimate is given by \((N+W)/(N+W+1)\), where N is the number of MCMC steps taken and W is this parameter. The default value is ‘100’.