See the discussion in the bottom part here [Usual Bayesian estimation problem). The bottom line: there are numerical ways to deal with this, but this is not recommended as the non-positive definite Hessian usually signals deeper problems.
See the discussion in the bottom part here [Usual Bayesian estimation problem). The bottom line: there are numerical ways to deal with this, but this is not recommended as the non-positive definite Hessian usually signals deeper problems.