Thank you! The error is fixed after I changed the initial to a diagm.
And may I just confirm that, earlier this morning you mentioned the prior is just a domain(at least for the current version), which sounds it won’t enter the posterior distribution like a real prior.
Is this the case for both FOCE and HMC-NUTS?
Or the distributional domain(prior) does enter the posterior as a real prior in HMC-NUTS?
Thanks!
Anqi