armanbilge/B3

Clever initialization of epsilon/L for HamiltonUpdate

Opened this issue · 0 comments

Because autoOptimize is disabled for the beginning of the MCMC, epsilon and L should be initialised intelligently and erring on too small. I believe that an initialization depending on the number of dimensions (most likely using results from section 5.4.4.2 of Neal's chapter) would be ideal.