Here's why:
* Two independent clauses: The sentence has two parts that could stand alone as complete sentences: "Jay went sightseeing" and "he caught up with the group later."
* Incorrectly joined with a comma: The comma is not enough to correctly join the two independent clauses.
How to fix it:
You can fix the comma splice in a few ways:
1. Use a semicolon: Jay went sightseeing; he caught up with the group later.
2. Use a coordinating conjunction: Jay went sightseeing, and he caught up with the group later.
3. Make one clause dependent: After going sightseeing on his own, Jay caught up with the group later.