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1 parent 56062a8 commit 1682569Copy full SHA for 1682569
src/RobustAdaptiveMetropolis.jl
@@ -160,7 +160,7 @@ function ram_adapt(
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S = state.S
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# TODO: Make this configurable by defining a more general path.
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η = state.iteration^(-sampler.γ)
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- ΔS = (η * abs(Δα)) * S * U / LinearAlgebra.norm(U)
+ ΔS = sqrt(η * abs(Δα)) * S * U / LinearAlgebra.norm(U)
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# TODO: Maybe do in-place and then have the user extract it with a callback if they really want it.
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S_new = if sign(Δα) == 1
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# One rank update.
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