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#293 clarify docstring
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martinjrobins committed Apr 27, 2020
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5 changes: 3 additions & 2 deletions pints/_mcmc/_dual_averaging.py
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Expand Up @@ -29,11 +29,12 @@ class DualAveragingAdaption:
The adaption is done using the same windowing method employed by Stan,
which is done over three or more windows:
- initial window: epsilon is adapted using dual averaging.
- initial window: epsilon is adapted using dual averaging (*no* adaption of
the mass matrix).
- base window: epsilon continues to be adapted using dual averaging; this
adaption completes at the end of this window. The inverse mass matrix is
adaped at the end of the window by taking the sample covariance of all
parameter points in this window.
parameter points within this window.
- terminal window: epsilon is adapted using dual averaging, holding the
mass matrix constant, and completes at the end of the window.
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