ny Hamiltonian Monte Carlo sampler.
If the standard deviation of
<code>energy</code> is much larger than <span class="math inline">\(\sqrt{D / 2}\)</span>, where <span class="math inline">\(D\)</span> is the
number of <em>unconstrained</em> parameters, then the sampler is
unlikely to be able to explore the posterior adequately. This is
usually due to heavy-tailed posteriors and can sometimes be remedied by
reparameterizing the model.</p>
<p>The warning that some number of chains had an estimated
Bayesian Fr