Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Binary recursive no-u-turn criterion misses u-turn #2799

Closed
betanalpha opened this issue Aug 13, 2019 · 0 comments · Fixed by #2800
Closed

Binary recursive no-u-turn criterion misses u-turn #2799

betanalpha opened this issue Aug 13, 2019 · 0 comments · Fixed by #2800
Assignees
Milestone

Comments

@betanalpha
Copy link
Contributor

Summary:

The current no-u-turn checks can miss a u-turn when two halves of a discrete trajectory straddle the desired termination point.

Description:

For approximately iid normal targets the no-u-turn criterion can miss the optimal integration time if the step size is configured in a way that allows discrete trajectories to straddle the desired termination point. This results in "resonances" that drop performance for various steps sizes. See https://discourse.mc-stan.org/t/nuts-misses-u-turns-runs-in-circles-until-max-treedepth/9727/14 for more discussion.

Current Version:

v2.20.0

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging a pull request may close this issue.

1 participant