Hello, ‘The estimated number of effective samples is smaller than 200 for some parameters.’ notification appears when I conduct NUTS sampler. I tried to change ‘mu’ and ‘sd’ values in order to solve the issue, but the output values are highly effected by them. I looked for previous related topics,…

Hi, Yeah I’d definitely do prior predictive checks and try more informative priors – here is good guidance . Right now, with mu_0 for instance, you’re basically assuming that 95% of the probability mass for the mean will be between -20 and 20 (2 stds) – this is probably huge, depending on the scale…

NUTS Sampler: Effective samples is smaller than 200 for some parameters

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ctabakci July 6, 2020, 12:04pm 5

Thank you very much for the guidance

I will try to pick different priors according to the scale and run the model again!

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NUTS Sampler: Effective samples is smaller than 200 for some parameters

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