Adapt, discard, fix
Topic: Markov chains, Gibbs sampling, and Metropolis–Hastings · more questions on this topic
‹ Random-walk scale A bivariate-normal Gibbs sampler ›
Write pseudocode for a pilot-adapted MH analysis. Discard the pilot and fix the proposal before retaining draws. Identify the step that lets the fixed-proposal invariance proof apply, and explain why continual adaptation is not covered by that proof.