This error happens when your covariance matrix doesn’t appear numerically to be positive definite. I would check carefully the range of the priors on your hyperparameters. Some values may lead to difficult to cholesky decompose the covariance matrix. I don’t know for sure, but values very close to zero on d from the HalfNormal prior may be causing this. I would start by hard-coding in reasonable values for the hyperparameters, and see if the problem persists. Then try swapping them out with informative priors until you find the source of the issue.
2 Likes