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As explained by ter Braak (2006), the number of chains should be larger than the number of dimensions:
What happens if N ≤ d? Because N points lie in an N − 1
dimensional space, all proposals (2) will lie in this reduced
space when e = 0. Therefore convergence of DE-MC would
rely on e, which would take a long time if its variance is small.
To stress that convergence does not depend on the unbounded
support of e, we actually used e ∼ Uniform[−b, b]d with
b = 10−4 in all computations (Fig. 2). In the next section
the effect of N on the efficiency of DE-MC is studied via
simulation for N > d.
Therefore, we should warn the user about potentially inefficient sampling when n_chains <= n_dims
The text was updated successfully, but these errors were encountered:
As explained by ter Braak (2006), the number of chains should be larger than the number of dimensions:
Therefore, we should warn the user about potentially inefficient sampling when
n_chains <= n_dims
The text was updated successfully, but these errors were encountered: