manual: add guidance on number of draws in slice sampler
parent
ff318d1163
commit
82bd6829a6
|
@ -7259,6 +7259,17 @@ observed variables.
|
|||
Ratto, and Rossi (2015)*. Note that ``'slice'`` is
|
||||
incompatible with ``prior_trunc=0``.
|
||||
|
||||
Whereas one Metropolis-Hastings iteration requires one
|
||||
evaluation of the posterior, one slice iteration requires :math:`neval`
|
||||
evaluations, where as a rule of thumb :math:`neval=7\times npar` with
|
||||
:math:`npar` denoting the number of estimated parameters. Spending
|
||||
the same computational budget of :math:`N` posterior evaluations in the
|
||||
slice sampler then implies setting ``mh_replic=N/neval``.
|
||||
|
||||
Note that the slice sampler will typically return less autocorrelated Monte Carlo Markov
|
||||
Chain draws than the MH-algorithm. Its relative (in)efficiency can be investigated via
|
||||
the reported inefficiency factors.
|
||||
|
||||
.. option:: posterior_sampler_options = (NAME, VALUE, ...)
|
||||
|
||||
A list of NAME and VALUE pairs. Can be used to set options for
|
||||
|
|
Loading…
Reference in New Issue