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Discard first 50 tuning samples from mass matrix estimation #4994

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twiecki opened this issue Sep 15, 2021 · 1 comment
Closed

Discard first 50 tuning samples from mass matrix estimation #4994

twiecki opened this issue Sep 15, 2021 · 1 comment
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twiecki commented Sep 15, 2021

@aseyboldt and @ricardoV94 found an issue with NUTS warmup where we estimate the first mass matrix using the first 100 samples, but those very first samples are not representative at all and can lead to a wrong mass matrix estimation.
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Closed via #5004

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