How does the parameter adaptation during warmup samples work in Numpyro

How does parameter adaptation during warmup samples work in Numpyro? Is there documentation to refer to? Similar to that in stan (eg: 15.2 HMC algorithm parameters | Stan Reference Manual).

afaik the warm-up phase follows the algorithm in stan very closely.

1 Like

Thanks for replying @martinjankowiak

Btw, @fehiepsi do you know how is it exactly implemented in Numpyro? (tagging you just in case you missed this post).

We followed Stan as Martin mentioned above.

1 Like