I am running inference of a nonlinear model as described here it will run (albeit poorly) even with Metropolis-Hastings, and with acceptable results with NUTS and HMC with Dual averaging tuning of path length:

With vanilla (fully manually-tuned parameters, static) HMC, however, despite using the step size (`step_size`

) and number of leapfrogs (`n_steps`

) extracted from its dual-averaging counterpart the chain doesn’t move:

The first thing I can think of that is missing for the vanilla HMC is the metric, mass matrix component of the momentum proposal, but I wouldn’t exclude other causes for this failure unless there’s an extreme mismatch between the default covariance matrix and the problem metric.

So the questions are:

**Is it possible to specify the mass matrix for the**`HMC`

method?**In case that doesn’t solve it, what else could be causing the complete breakdown of inference?**