>
concern. Configuring the No-U-Turn-Sampler (the variant of
HMC used by Stan) requires putting a cap on the depth of the trees
that it evaluates during each iteration (for details on this see the
<em>Hamiltonian Monte Carlo Sampling</em> chapter in the
<a href="https://mc-stan.org/docs/reference-manual/hmc-chapter.html">Stan Reference Manual</a>.
When the maximum allowed tree depth is reached it
indicates that NUTS is terminating prematurely to avoid excessively
long execution time.</p>
<p>This is controll