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citation fix
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albcab committed Oct 30, 2023
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8 changes: 2 additions & 6 deletions blackjax/adaptation/chees_adaptation.py
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Expand Up @@ -59,7 +59,7 @@ class ChEESAdaptationState(NamedTuple):
def base(halton_sequence: Array, optim: optax.GradientTransformation):
"""Maximizing the Change in the Estimator of the Expected Square criterion
(trajectory length) and dual averaging procedure (step size) for the jittered
Hamiltonian Monte Carlo kernel [1]_.
Hamiltonian Monte Carlo kernel :cite:p:`hoffman2021adaptive`.
This adaptation algorithm tunes the step size and trajectory length, i.e.
number of integration steps / step size, of the jittered HMC algorithm based
Expand All @@ -74,11 +74,7 @@ def base(halton_sequence: Array, optim: optax.GradientTransformation):
Function that initializes the warmup.
update
Function that moves the warmup one step.
References
----------
.. [1]: Hoffman, M., Radul, A., & Sountsov, P. (2021). An adaptive-MCMC scheme
for setting trajectory lengths in Hamiltonian Monte Carlo. 130:3907-3915.
"""

da_init, da_update, _ = dual_averaging.dual_averaging()
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9 changes: 9 additions & 0 deletions docs/refs.bib
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Expand Up @@ -351,3 +351,12 @@ @article{liu2016stein
volume={29},
year={2016}
}

@inproceedings{hoffman2021adaptive,
title={An adaptive-mcmc scheme for setting trajectory lengths in hamiltonian monte carlo},
author={Hoffman, Matthew and Radul, Alexey and Sountsov, Pavel},
booktitle={International Conference on Artificial Intelligence and Statistics},
pages={3907--3915},
year={2021},
organization={PMLR}
}

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