Divergent Transitions
When the leapfrog integrator's error explodes in regions of high curvature (e.g. the neck of a funnel in hierarchical models), HMC flags a divergence — a warning that those regions are unexplored and estimates are biased. Fixes: smaller step size, or reparameterizing (non-centered parameterization) to flatten the geometry.
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When the leapfrog integrator's error explodes in regions of high curvature (e.g. the neck of a funnel in hierarchical models), HMC flags a divergence — a warning that those regions are unexplored and estimates are biased. Fixes: smaller step size, or reparameterizing (non-centered parameterization) to flatten the geometry.
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