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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
The text was updated successfully, but these errors were encountered:
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
The text was updated successfully, but these errors were encountered: