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Rephrase docstring of SBR for clarity.
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Co-authored-by: Jacob Stevens-Haas <[email protected]>
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mikkelbue and Jacob-Stevens-Haas authored Feb 12, 2024
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4 changes: 3 additions & 1 deletion pysindy/optimizers/sbr.py
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Expand Up @@ -20,7 +20,9 @@ class SBR(BaseOptimizer):
horseshoe prior over the SINDy coefficients to achieve sparsification.
The horseshoe prior contains a "spike" of nonzero probability at the
origin, and a "slab" of distribution in cases where a coefficient is nonzero.
origin, and a Student's-T-shaped "slab" of distribution in cases where a
coefficient is nonzero.
The SINDy coefficients are set as the posterior means of the MCMC NUTS samples.
Additional statistics can be computed from the MCMC samples stored in
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