Those lambda parameters usually have a sign indeterminacy, e.g., -lambda * -eta
is the same as lambda * eta
. An easy way to check whether this is a problem is to set the prior on lambda to normal(.5, .1)
or something like that, and see whether you recover the correct values.
This sign indeterminacy issue comes up relatively often here, for example see Non-convergence of latent variable model - #13 by Mauricio_Garnier-Villarre