Criteria for "Adaptation incomplet...

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Chris
2011-03-14
2012-09-01
  • Chris
    Chris
    2011-03-14

    Hi,

    Occasionally I get the warning message "Adaptation incomplete. Recreate the
    model with a longer adaptive phase." Usually I follow the advice. But out of
    curiosity, what triggers this warning? (I know in general terms what it means
    for Gibbs samplers to not converge; I'm wondering what specific criteria JAGS
    uses for determining this). Thanks!

     
  • Martyn Plummer
    Martyn Plummer
    2011-03-16

    See section 3.4 of the user manual: "Adaptation and burn-in".

    The warning is most likely to come from Metropolis-Hastings samplers: there
    are theoretical results on what the optimal value for the acceptance
    probability should be. If the acceptance rate is too far away from this value
    then the M-H sampler is not operating at optimal efficiency.