Remove step size jittering functionality from samplers.
Description:
The HMC sampler allow for the nominal step size to be randomly jittered, in line with advice given in Neal's HMC review. Random jittering, however, is not effective at getting the sampler through regions of high-curvature where we should be using more advanced samplers or modifying the target model.
Removing this functionality will clean up the code and avoid users attempting to use it in difficult problems.
May have to wait for the refactor as jitter is exposed as an argument in CmdStan.
alashworth
commented
5 years ago 
Summary:
Remove step size jittering functionality from samplers.
Description:
The HMC sampler allow for the nominal step size to be randomly jittered, in line with advice given in Neal's HMC review. Random jittering, however, is not effective at getting the sampler through regions of high-curvature where we should be using more advanced samplers or modifying the target model.
Removing this functionality will clean up the code and avoid users attempting to use it in difficult problems.
May have to wait for the refactor as jitter is exposed as an argument in CmdStan.
Current Version:
v2.13.1