Hi Stan Friends,
I am relatively new to stan and currently working on a time series model that is a sum of HMM and some special class of Gaussian process (celerite in specific).
It usually takes a long time to run but things work fine when using the
sampling function, just usually needs to specify
init_r to be larger than the default (e.g. 5 or 10) to start the sampler.
However, sometimes I only need a point estimate to save time. So I tried to use
optimizing and I always failed to initialize it with
Error in sampler$call_sampler(c(args, dotlist)) : Initialization failed.. So I am wondering if there is any counterpart of
optimizing routine or do I have to find which parameter is causing the trouble then scale it in the model itself?