What does the "maximum tree depth" warning mean?

Mmmh ok :thinking:
And I know sometimes switching to a non-centered parametrization actually hurts sampling (e.g it seems to be the case in my model). So if I followed you correctly, that means that the non-centered parametrization has an even higher curvature than the centered one – in these cases, your only choice is to increase target_accept and just sample from the centered model for a (very) long time?