afa2008
看一篇文献， 是关于贝叶斯参数 估计的。有下面一句话：
Look at the rejection rate (or acceptance frequency, respectively). You may need to adjust the rejection rate by an appropriate choice of the standard deviation of the jump distribution.
请问什么是the jump distribution ？ 什么是rejection rate
谢谢
panhaitao
The jump distribution refers to proposal distribution and, usually you should choose a proposal distribution has more flat tail than the posterior distribution.
Rejection rate should be low , since we want to draw a big porprotion of simulates.
bayes
also， the choice of the constant to make sure the blanketing has an effect on the rejection rate as well
