Hi, I am new to Stan. I created the following Beta-Binomial model for daily samples, which assumes the success rate of the Binomial distribution is sampled from a Beta distribution each day, and the mean of the Beta distribution is estimated using a logistic regression. I am trying to use that to e…

(Before people with more experience will reply) I would suggest to observe the traceplots including the warmup draws. Try to see if for any parameter there is one chain that explores incredibly large or small values that leads to that chain be less efficient. Sometimes applying more informative pri…

Update: I tried setting init = 1 in $sample() (using cmdstanr) and it looks like it completely solves the problem on my end! The slow chain is easily 20x faster now and keeping up with the other chains. My only concern is that I do not fully understand what init actually does. (I read the docs but …

[image] wlandau: My only concern is that I do not fully understand what init actually does. (I read the docs but have only an intuitive superficial grasp of what HMC is doing.) I’ll try to explain a bit more what this line in the CmdStanR docs actually means: A real number x>0 initializes r…

Thanks, that’s super helpful! I was originally taught that in order to be able to assess mixing, the starting values from one chain to another need to be more dispersed than the posterior. In grad school when I was custom-coding high-dimensional models from scratch, I always struggled with this. Bu…

Glad that was helpful! I might be misunderstanding, but it’s not clear to me how you could ever have inits that are “more dispersed than the posterior”. If you initialize somewhere with zero (or vanishingly small) posterior probability then the chain really won’t be able to move. But if you just me…

One chain always slower (x10) than other chains

Modeling

wlandau November 10, 2020, 1:57pm 3

Would a lower init_r be likely to help? Ref: One MCMC chain not moving.

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One chain always slower (x10) than other chains

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