{"action":"opened","issue":{"url":"https://api.github.com/repos/stan-dev/stan/issues/1893","repository_url":"https://api.github.com/repos/stan-dev/stan","labels_url":"https://api.github.com/repos/stan-dev/stan/issues/1893/labels{/name}","comments_url":"https://api.github.com/repos/stan-dev/stan/issues/1893/comments","events_url":"https://api.github.com/repos/stan-dev/stan/issues/1893/events","html_url":"https://github.com/stan-dev/stan/issues/1893","id":155831013,"number":1893,"title":"Limit the minimal NUTS tree depth","user":{"login":"alyst","id":348591,"avatar_url":"https://avatars.githubusercontent.com/u/348591?v=3","gravatar_id":"","url":"https://api.github.com/users/alyst","html_url":"https://github.com/alyst","followers_url":"https://api.github.com/users/alyst/followers","following_url":"https://api.github.com/users/alyst/following{/other_user}","gists_url":"https://api.github.com/users/alyst/gists{/gist_id}","starred_url":"https://api.github.com/users/alyst/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/alyst/subscriptions","organizations_url":"https://api.github.com/users/alyst/orgs","repos_url":"https://api.github.com/users/alyst/repos","events_url":"https://api.github.com/users/alyst/events{/privacy}","received_events_url":"https://api.github.com/users/alyst/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":0,"created_at":"2016-05-19T20:46:14Z","updated_at":"2016-05-19T20:46:14Z","closed_at":null,"body":"Is it possible to set the minimal tree depth for the NUTS sampler?\r\n\r\n#### The rationale.\r\nI observe that on some datasets some of the NUTS chains (~25%) finish in just 1 minute, while the others take around 30 minutes. That results in high Rhat statistics (5.0-15.0). When I extend the adaptation and sampling periods (from 8000/2000 to 16000/4000) the number of such \"fast\" chains is reduced as well as the Rhat (1.0-2.0).\r\n\r\nI suspect these chains are fast because their treedepths are low, and that leads to degenerated samples. My hope is that if I can constrain the treedepth to be not less than 7 or 8, I can get decent Rhat with fewer samples much more often. Of course, increasing the number of iterations would also help, but since I apply the model to >10000 datasets the compute cluster time is a very precious resource.\r\n\r\n#### Additional Information:\r\nI use NUTS sampler, 8 chains in parallel, maximal treedepth is set to 9.\r\n\r\n#### Current Version:\r\nv2.9.0\r\n"}}