diff --git a/book/algorithms/mclmc.md b/book/algorithms/mclmc.md index c2a55314..82840a43 100644 --- a/book/algorithms/mclmc.md +++ b/book/algorithms/mclmc.md @@ -29,7 +29,7 @@ u \\ \end{bmatrix} $$ -where $u$ is an auxilliary variable, $S(x)$ is the PDF of the distribution from which we are sampling and the last term describes spherically symmetric noise. After $u$ is marginalized out, this converges to the target distribution $S(x)$. +where $u$ is an auxilliary variable, $S(x)$ is the negative log PDF of the distribution from which we are sampling and the last term describes spherically symmetric noise. After $u$ is marginalized out, this converges to the target PDF, $p(x) \propto e^{-S(x)}$. ## How to run MCLMC in BlackJax