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Clearly, only the chains that landed close to $k = 1$ (chains 2, 5, and 7) are able to fit the data.
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This is consistent with the much higher log posterior density these chains produce.
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Degeneracy therefore doesn't drive the lack of convergence because otherwise the different chains would produce roughly the same predictions.
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<!-- So degeneracy alone does not explain the lack of convergence. -->
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<!-- Nevertheless, the chains may still be getting stuck at smaller modes, in the tail of $k$'s distribution. -->
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Degeneracy therefore doesn't drive the lack of convergence because if it did the different chains would produce roughly the same predictions.
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At this point, we have taken "standard" steps to diagnose issues with our inference.
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To fully grasp what prevents the chains from mixing, we require a more bespoke analysis.
@@ -410,8 +408,8 @@ This is very much true of other tuning parameters of our algorithm, such as the
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While defaults exist, a first attempt at fitting the model can motivate adjustments.
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In this sense, we can justify using a tighter distribution to draw the starting points after examining the behavior of the Markov chains with a broad starting distribution.
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This doesn't sound ideal, if failing to fit the model takes $\sim$ 2,000 seconds!
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As mentioned before, we however didn't need to wait this long to diagnose a failure in our inference and the here presented analysis could have been made with 100 MCMC draws.
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It took $\sim$ 2,000 seconds to discover the fit failed though. This is not ideal!
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As mentioned before, we don't need to wait this long to diagnose a failure in our inference. The analysis presented here could have been made with 100 MCMC draws.
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#### Fitting the simplified model {-#sec3.6.4}
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@@ -451,7 +449,7 @@ Most inference problems we encounter across the models we fit can be traced back
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For several parameters, we adjust the starting point, especially when encoding stronger priors is neither helpful (because of the fundamental multimodality), nor possible. An example is the initial momentum, $p_0$, and the initial position, $q_0$.
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We have no a priori information for the direction of the momemtum.
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We have no a priori information for the direction of the momentum.
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A graphical inspection of the data suggests the planet is moving counter-clockwise.
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Recall that in our simulation, $p_0 = (1, 0)$.
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A first attempt at fitting the model shows there exists a mode at $p_0 \approx (-0.5, -1.5)$, which means the planet is moving clockwise!
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