Bayesian nonparametric modeling

AFAIK the problem the two major problems with doing non-parametric stuff in Stan are that 1) it’s not possible to sample discrete parameters, and 2) Stan can not sample a “varying” number of parameters.

That being said, I read somewhere that people are overcoming these issues, for example by marginalizing out discrete parameters (1) or by for example set a very high number of clusters (2), which kind of capture in essence “going to infinity” and then regularize with priors (so that the arbitrary upper bound doesn’t actually matter).

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