mercredi 10 juillet 2019

How to find best jumping value for MCMC?

I using MCMC to populate area based on a given sample.

You can see the visuals of the algorithm at the link below.

https://imgur.com/a/wa5Shkl

The orange points are my simulated points and the greens are the real points.

As it can be clearly seen in the picture, the MCMC algorithm fails to jump through the empty space.

How to calculate the best random jump value, the solve the situations like this?




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