def METHOD_NAME(self):
    """
    Updates the covariance matrices of the two kernels being used according
    to adaptive Metropolis routine.
    """
    dsigm = np.reshape(self._current - self._mu, (self._n_parameters, 1))
    self._sigma_base = ((1 - self._gamma) * self._sigma_base +
                        self._gamma * np.dot(dsigm, dsigm.T))
    self._sigma = [self._sigma_scale[i] * self._sigma_base
                   for i in range(self._n_kernels)]