Oh yeah the non-Gaussian blob is just hard for the sampler to move around in. The Gaussian blob is about the easiest thing. Whenever there’s big correlations or changing curvatures in a posterior it can cause problems. This has it all!
Oh yeah the non-Gaussian blob is just hard for the sampler to move around in. The Gaussian blob is about the easiest thing. Whenever there’s big correlations or changing curvatures in a posterior it can cause problems. This has it all!