Divergent transitions - a primer

[martinmodrak]

I remembered @andre.pfeuffer, @tlyim had some useful points in an older threads: N best tips & tricks (or the go-to checklist) for new Stan model builders? - #11 by andre.pfeuffer, Top tips for beginner Stan users

Going to add those to the list. Happy if you correct me if you think something’s fishy

@andre.pfeuffer

• Use exponential / half-normal distribution instead of half-cauchy in case of problems with standarddev.
• Check the problematic scaling of the mass-matrix given from Cmdstan. Adjust parameterization.
• Run optimizing instead of NUTS to check if the values look reasonable, if not find out why.

@tlyim

specify any known bounds of a parameter (thereby help Stan to pick the appropriate default prior, eg, uniform vs. normal)

EDIT: I actually don’t really understand the bit about the mass-matrix, would you care to add it (and preferable share a link to forum thread/other resource that has more details).