accept_stat
Quick definition
The acceptance statistic used by NUTS for slice and Metropolis rejection.
accept_stat
is acceptance probability averaged over samples
in the slice. For HMC without NUTS accept_stat
is the standard
Metropolis acceptance probability.
More deftails
If the leapfrog integrator were perfect numerically, there would no need to do
any more randomization per transition than generating a random momentum vector.
Instead, what is done in practice to account for numerical errors during
integration is to apply a Metropolis acceptance step. If the proposal is not
accepted, the previous parameter value is returned for the next draw and used
to initialize the next iteration.
By setting the target acceptance parameter to a value closer to 1 (its value
must be strictly less than 1 and its default value is 0.8), adaptation will be
forced to use smaller step sizes. This can improve sampling efficiency
(effective samples per iteration) at the cost of increased iteration times.
Raising the target will also allow some models that would otherwise get
stuck to overcome their blockages.