Question about SMC step tuning (older version)

0.234 is the target acceptance ratio for the random walk Kernel. The value is 0.234 since that’s optimal for Random Walk Metropolis kernel with Gaussian like target [1].
So these 2 lines of code compute the current target scaling in ave_scaling (it’s an approximation), and push the current scaling self.scalings towards this target a little bit [2].

[1] Roberts GO, Gelman A, Gilks WR. Weak convergence and optimal scaling of random walk Metropolis algorithms. The annals of applied probability. 1997;7(1):110-20.
[2] Del Moral, Pierre, Arnaud Doucet, and Ajay Jasra. An adaptive sequential Monte Carlo method for approximate Bayesian computation. Statistics and Computing, 22.5(1009-1020), 2012