I don’t know if you’ve seen this, but I tried to do pretty much exactly this not so long ago. See Data augmentation model possible in Stan? and the comments, which are really useful (although I still need to actually work more on the model!)
I don’t know if you’ve seen this, but I tried to do pretty much exactly this not so long ago. See Data augmentation model possible in Stan? and the comments, which are really useful (although I still need to actually work more on the model!)