posterior, not a bug in the NUTS algorithm
or its implementation. It is simply not possible to sample from an
improper posterior! Thus the behavior of HMC in general and NUTS
in particular should be reassuring in that it will clearly fail in
cases of improper posteriors, resulting in a clean diagnostic of
sweeping out large paths in the posterior.</p>
<p>Here are results of Stan runs with default parameters fit to
<span class="math inline">\(N=100\)</span> data points generated from <span class="math inline