diff --git a/src/RobustAdaptiveMetropolis.jl b/src/RobustAdaptiveMetropolis.jl index e0284f3..c84fcc0 100644 --- a/src/RobustAdaptiveMetropolis.jl +++ b/src/RobustAdaptiveMetropolis.jl @@ -160,7 +160,7 @@ function ram_adapt( S = state.S # TODO: Make this configurable by defining a more general path. η = state.iteration^(-sampler.γ) - ΔS = (η * abs(Δα)) * S * U / LinearAlgebra.norm(U) + ΔS = sqrt(η * abs(Δα)) * S * U / LinearAlgebra.norm(U) # TODO: Maybe do in-place and then have the user extract it with a callback if they really want it. S_new = if sign(Δα) == 1 # One rank update.