- When initializing the chain (*e.g.* the `initial_params` keyword arguments in `AbstractMCMC.sample`), it is necessary to inialize from a point $$x_0$$ that has a sensible norm $$\lVert x_0 \rVert > 0$$, otherwise, the chain will start from a pathologic point in polar coordinates. This might even result in the sampler getting stuck in an infinite loop. (This can be prevented by setting `max_proposals`.) If $$\lVert x_0 \rVert \leq 10^{-5}$$, the current implementation will display a warning. Note that, `Turing` often changes `initial_params` to match the support constraints. This might lead to $$\lVert x_0 \rVert$$ being small, even though the vector you passed to`initial_params` has a sufficiently large norm.
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