Turing.jl - NUTS gets stuck in "The current proposal will be rejected... isfinite.((θ, r, ℓπ, ℓκ)) = (true, true, false, true)"

Specific Domains Probabilistic programming
4

Indeed, that its very strange. I wonder what happens if you reject samples of aᵖ which are close to zero?

The documentation shows that you can reject a sample as follows:

using Turing
using LinearAlgebra

@model function demo(x)
    m ~ MvNormal(zero(x), I)
    if dot(m, x) < 0
        Turing.@addlogprob! -Inf
        # Exit the model evaluation early
        return
    end

    x ~ MvNormal(m, I)
    return
end

My suspicion is that if the sampler gets stuck at the boundary you set for rejecting samples (say .0001) , there might be challenging trade-offs due to the ratio of parameters in the definitions of the expected and variance of RT.