I’m new to the world of bayesian. I’m working on a hierarchical model with quite a few variables. One of the variables is causing the model not to converge. If I use ‘numpyro’, the sampling would finish very quickly and end up with inf r_hat for every variable. When I use ‘pymc’ sampler, it won’t ev…

What are the Reasons for a Variable with few Non-zero Values to Cause the Model to Fail to Converge?

ricardoV94 October 28, 2023, 6:33am 2

You have to share more details about the model. numpyro running fast just means it’s getting a 100% divergences.

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