Weird output for a very simple model with sample_prior = "only"

[bnicenboim]

ok, yes I know. And also for mixture models, and custom likelihoods, etc…
Anyways, thanks for the help, now I understand what’s going on.

In my defense, I wasn’t the only one confused by this:

Odd behavior of Stan model

Mathematically yes; in practice one is still sampling a density using HMC, so the prior sampling process can break in all the same ways as the posterior sampling process. The following issues seem related to your model/prior: Meaning of divergences in prior predictive checks Weird output for a very simple model with sample_prior = "only" [Clarification] Divergences during sample_prior = "only" model fitting I’m surprised that the sampler isn’t throwing more warning messages here. It is usuall…