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EliasRas / KyykkaAnalysis

Analysis of kyykka play times
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Sampling is bad if `sigma` is small. #7

Closed EliasRas closed 6 months ago

EliasRas commented 6 months ago

newplot Sampling is difficult when the true value of sigma is small which leads to high autocorrelations. Most likely this is due to funnel shapes in the posterior and might be worthwile to test noncentered parametrization.

EliasRas commented 6 months ago

The plots of theta and sigma did not show any funnel shapes but there clearly was issues with sampling small values of sigma. Non-centered parametrization (added in c435532849419ec6bac17fb458bd109a45855b76) improved sampling.