[ADMB Users] hybrid mcmc

xx davef at otter-rsch.com
Tue Aug 31 12:50:25 PDT 2010

 > First, it seems that within hybrid, ADMB
 > automatically produces some output at every
 > iteration. Piping to a file speeds things up, but
 > is there a way to turn this extra output off or
 > reduce the frequency? Actually, if I knew what the
 > output was, maybe I'd be more excited about seeing it.

You can edit the source file hybridmcmc.cpp I think it is called.
It should be easy to add the mcsave option

 > Second, is there any sort of rescaling of the jump
 > function(s) in the hybrid MCMC, akin to what
 > happens in the normal MCMC mode in ADMB? I suppose
 > the epsilon and n-steps inputs are a manual
 > analogue to the automatic rescaling, but I haven't
 > really taken the time to study the theory behind
 > hybrid MCMC and therefore don't fully understand
 > how rescaling might work.

The steps are rescaled via the Hessian at the mode.
see the choleski-decomp stuff in the code.

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