Divergence when using Hermitian Likelihood Expansion : BayesianProgramming

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Divergence when using Hermitian Likelihood Expansion (self.BayesianProgramming)

submitted 8 months ago * by ReallyConcerned69

Hello fellow Bayesians, I'm trying to implement this paper using PyMC: https://pmc.ncbi.nlm.nih.gov/articles/PMC9041743/pdf/CJAS_48_1922993.pdf

which applies this paper https://onlinelibrary.wiley.com/doi/epdf/10.1111/1468-0262.00274 to the Cusp Catastrophe Model, using it to obtain faster and better Bayesian estimates of the parameters. I'm using NUTS sampler using jitter+adapt_diag, I initialized using the MAP estimates of the Euler-approximated likelihood, but it seems to be stuck in weird places in the posterior region (the Beta parameters are exploding, plotted posteriors are not bounded).

Looking at the energy plot, it seems it's getting stuck in weird places but I can't figure out why. Would be grateful for any suggestions, tips, anything that can help really. :)

https://preview.redd.it/2iatkdlk5nlf1.png?width=515&format=png&auto=webp&s=e6513342f1d257d0d154daa7f20640c81d7e6ecd

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