liesel-devs / liesel

A probabilistic programming framework
https://liesel-project.org
MIT License
38 stars 2 forks source link

NUTS kernel in "comparing samplers" tutorial looks very bad #107

Closed jobrachem closed 10 months ago

jobrachem commented 10 months ago

Link: https://docs.liesel-project.org/en/latest/tutorials/md/04-mcycle.html

Looking at these trace plots, something must be wrong here:

image

I have not had the time to have a closer look yet.

wiep commented 10 months ago

~Maybe something went wrong with the update to blackjax 1.0.0.~

They look kind of the same in version 0.2.2 (https://docs.liesel-project.org/en/v0.2.2/tutorials/md/04-mcycle.html#nuts-sampler) and afterwards.

image