div id="sampling-difficulties-with-problematic-priors" class="section level2">
<h2><span class="header-section-number">20.7</span> Sampling Difficulties with Problematic Priors</h2>
<p>With an improper posterior, it is theoretically impossible to properly
explore the posterior. However, Gibbs sampling as performed by BUGS
and JAGS, although still unable to properly sample from such an
improper posterior, behaves differently in practice than the
Hamiltonian Monte Carlo sampling performed by Stan when faced w