MCMC algorithm -- understanding some paremeters
I am trying to understand an MCMC program. I manage to run it, but I am trying to understand the meaning of the some parameters in the analysis.
The code is something like this
#Nsamples
nsamp = 50000
#Burn-in
skip = 300
#temperature at which to sample
temp = 2
#Gelman-Rubin for convergence
GRstop = 0.01
#every number of steps check the GR-criteria
checkGR = 500
#1 if single cpu , otherwise is giving by the nproc- mpi -np #
chainno = 0
This is for the metropolis-hastings
algorithm.
How my results depend on these parameters or what these parameters mean ?
I understood the nsamp
and skip
, I also kind of know what GRstop
and checkGR
means but I have no idea what temp
and chainno
means. How does changing these parameters can effect the analysis ?
Topic data-analysis monte-carlo data python
Category Data Science