Parameter | Default value |
---|---|
Step-size\(\theta\) | 0.1 |
Step-size\(\lambda _0\) | 0.05 |
Step-size\(p_g\) | 0.1 |
Step-size\(N_s\) | 2 |
(a, b,\(a_0\),\(b_0\)) | (10, 1, 0.1, 1) |
\(\alpha\) | \(> \frac{t_N}{t_N+1}\) |
Burn-in | \(\ge 40,000\) |
Number of iterations | \(\ge 50,000\) |
Thinning | 10 |