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weighted adaptation target #101

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tpapp opened this issue Nov 16, 2019 · 0 comments
Open

weighted adaptation target #101

tpapp opened this issue Nov 16, 2019 · 0 comments

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@tpapp
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tpapp commented Nov 16, 2019

Stan recently switched to weighting acceptance rates by their probability. An explanation is here.

The change process was controversial, but the theory is appealing — DynamicHMC should have this as an option and test it for existing models.

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