diff --git a/docs/_docs/uncertainty_intervals.md b/docs/_docs/uncertainty_intervals.md
index 056eb49..078d188 100644
--- a/docs/_docs/uncertainty_intervals.md
+++ b/docs/_docs/uncertainty_intervals.md
@@ -52,3 +52,5 @@ prophet_plot_components(m, forecast);
  
 ![png](/prophet/static/uncertainty_intervals_files/uncertainty_intervals_10_0.png) 
 
+
+There are upstream issues in PyStan for Windows which make MCMC sampling extremely slow. The best choice for MCMC sampling in Windows is to use R, or Python in a Linux VM.
diff --git a/notebooks/uncertainty_intervals.ipynb b/notebooks/uncertainty_intervals.ipynb
index 9485368..c39264f 100644
--- a/notebooks/uncertainty_intervals.ipynb
+++ b/notebooks/uncertainty_intervals.ipynb
@@ -336,6 +336,13 @@
     "%%R -w 9 -h 9 -u in\n",
     "prophet_plot_components(m, forecast);"
    ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "There are upstream issues in PyStan for Windows which make MCMC sampling extremely slow. The best choice for MCMC sampling in Windows is to use R, or Python in a Linux VM."
+   ]
   }
  ],
  "metadata": {