This model is a continuation of the Wild Chain.
y = [-1,1]
using Turing
@model function m8_3(y)
α ~ Normal(1, 10)
σ ~ truncated(Cauchy(0, 1), 0, Inf)
μ = α
y ~ Normal(μ, σ)
end;
chns = sample(m8_3(y), NUTS(), 1000)
using StatsPlots
StatsPlots.plot(chns)
"""
mean sd 5.5% 94.5% n_eff Rhat
alpha 0.09 1.63 -2.13 2.39 959 1
sigma 2.04 2.05 0.68 4.83 1090 1
""";