Hierarchical Models and Tuning of Random Walk Metropolis Algorithms

Table 1

Optimal efficiency and acceptance rate of chains in various dimension (n = 10, 20, and 50) for different parameters and of the gamma distribution for . The theoretical optimal efficiency and acceptance rate are also included for comparison.

Parameters	Optimal efficiency				Optimal acceptance rate
	Theoretical				Theoretical
	0.6381	0.6036	0.6246	0.6456	0.1934	0.1984	0.1968	0.1857
	0.8169	0.7430	0.7862	0.8239	0.1815	0.1888	0.1759	0.1886
	0.8420	0.7623	0.8170	0.8608	0.1517	0.1682	0.1527	0.1593
	0.4889	0.4503	0.4736	0.4926	0.2037	0.2370	0.2158	0.2001
	0.7541	0.6739	0.7139	0.7405	0.2038	0.2265	0.2233	0.2040
	0.8648	0.7554	0.8075	0.8497	0.1922	0.1931	0.1930	0.1882