Convergence in all parameters, apart from the log-probability

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Ben Lambert

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Oct 31, 2015, 10:59:15 PM10/31/15
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Hi,

I have been working on a particular model, and am finding that there is convergence in all parameters (Rhat < 1.1), apart from the log-probability which remains (stubbornly) not so (Rhat ~ 10). 

This, to me at least, is a new occurrence, and I am not sure what it means/how-to-remedy the situation. Does anyone have any ideas on this? Answers from both from a theoretic (why can this happen?) and practical standpoint (what should I do about it?) would be useful.

Best,

Ben
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