My intention is to use hmc as an alternative to Metropolis Hastings.
I allready tried to dig into the hmc code.
Does that mean, that the mass matrix is adapted during the tuning session?
Do i need to run Hmc, NUTS or Metropolis in order to get an estimate for the mass matrix from the trace?
If my covariance matrix (scaling matrix) is diagonal, does it simplyfy the problem?
I tried to understand the documentation and the code, but i dont understand the sentence
The inverse mass, or precision matrix. One dimensional arrays are interpreted as diagonal matrices. If is_cov is set to True, this will be interpreded as the mass or covariance matrix.
Could you help me by clarifying it?