Hi dear community!
I’m wondering about the warning about maximum tree depth:
The chain reached the maximum tree depth. Increase max_treedepth, increase target_accept or reparameterize.
I know what increasing
target_acceptand reparametrizing do, but I never encountered max tree depth – what does it hint at, and how do you handle it usually?
In particular, if you have no divergences and no r_hat warnings, but just effective sample size warnings, what does it say about your trace’s quality?
I can share the model I’m working on, but I’m more interested in general heuristics here – and I still need to test some things on my model to be officially stuck
Thanks a bunch in advance for your helpful comments