CODEWITHSUNDEEP
bayesianwinbugs
athlonshi
athlonshi

Reputation: 1821

"Adapting" is disabled for a WinBUGS model

I created a model in WinBUGS. But when clicking the Model->Update menu, I noticed that the adapting option is disabled. So the inference will include all MCMC samples from the very beginning. I noticed that this is not the case for some WinBUGS examples. Has anyone seen this problem before? What a model setup can trigger disabling the adapting option?

Upvotes: 0

Views: 233

Answers (1)

Matt Denwood
Matt Denwood

Reputation: 2583

Not all models require an adaptation phase - it depends on what samplers are being used, and if these sampling algorithms require any tuning - e.g. a Metropolis(-Hastings) algorithm requires tuning of the proposal distribution variance, but a Gibbs sampler has no parameter to tune. The choice of sampler (in JAGS and I assume BUGS also) is determined by the software from the structure of your model at compile time. An extreme example is if you don't have any data in the model - in which case everything is simply forward sampled from the priors and no adaptation takes place.

Note that you should still be able to burn in the model (run the model without sampling) - so it is not true that all mcmc samples need to be included from the beginning. Adaptation is usually a relatively small part of the burnin phase anyway.

Upvotes: 1

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