Whenever I choose values for beta in pm.HalfCauchy smaller than 0.1 (e.g. tau = pm.HalfCauchy(name="tau", beta=0.01)) I get the following error: ValueError: Mass matrix contains zeros on the diagonal. The derivative of RV C.ravel()[0] is zero. If I increase the value to > 0.1 the same model work…

PyMC3 Half Cauchy Small Beta Values Lead to Errors

cluhmann February 1, 2022, 2:47pm 2

See this discussion and see if that helps at all. When dealing with small parameter values I prefer the “adapt_diag” initialization.

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