Finally A Way to Model Discrete Parameters in Stan

I tried the Rebar approach on a problem in the wild – see How to model a choice between 2 distributions – and it seemed to work nicely, but the standard marginalization approach of Stan produced very unsatisfactory results (perhaps I had an error in the code for the latter?).

There might be a class of problems where Rebar would be a preferable approach even though there could be alternatives in Stan. TBD!

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