com.stripe.rainier
Empirical HMC - automated tuning of step size and number of leapfrog steps
the initial number of leapfrog steps to use during the dual averaging phase
the number of iterations to use when determining the empirical distribution of the total number of leapfrog steps until a u-turn
This is a direct implementation of the equations described in sections 30.3 (for rHat and v) and 30.4 (for autocorrelation and ess) of the Stan manual.
Empirical HMC - automated tuning of step size and number of leapfrog steps
the initial number of leapfrog steps to use during the dual averaging phase
the number of iterations to use when determining the empirical distribution of the total number of leapfrog steps until a u-turn