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Chapter3_MCMC/IntroMCMC.ipynb

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"#### Priors\n",
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"If the priors are poorly chosen, the MCMC algorithm may not converge, or atleast have difficulty converging. Consider what may happen if the prior chosen does not even contain the true parameter: the prior assigns 0 probability to the unknown, hence the posterior will assign 0 probability as well. This can cause pathological results.\n",
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"If the priors are poorly chosen, the MCMC algorithm may not converge, or at least have difficulty converging. Consider what may happen if the prior chosen does not even contain the true parameter: the prior assigns 0 probability to the unknown, hence the posterior will assign 0 probability as well. This can cause pathological results.\n",
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"\n",
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"For this reason, it is best to carefully choose the priors. Often, lack of covergence or evidence of samples crowding to boundaries implies something is wrong with the chosen priors (see *Folk Theorem of Statistical Computing* below). \n",
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"\n",

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