What are divergent iterations and what to do about them?

This video explains what are meant by divergent iterations in Hamiltonian Monte Carlo and NUTS, how they arise and the problems they cause. I also explain how best to remedy this issue.
This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: www.amazon.co.uk/Students-Gui...
For more information on all things Bayesian, have a look at: ben-lambert.com/bayesian/. The playlist for the lecture course is here: • A Student's Guide to B...

[@alanmaloney2791]

Very nice video/explanation. As a recent "convert" to the amazing (out of the box) performance with HMC in STAN, this video is most helpful as I try to get my head around what is happening "under the hood".

[@szymonkonradsacher7937]

Great video, thank you!