Proposal scale and random-walk Metropolis efficiency

A small proposal scale increases acceptance while making successive states almost equal. A large scale often proposes low-density states and creates long rejection runs. A pilot comparison can optimize effective sample size of a Markov chain per unit computing time, or expected accepted squared displacement, rather than acceptance alone. Tune on representative functions and then fix the scale for production; an arbitrarily history-dependent adaptation is not automatically a chain with the desired invariant distribution.