Adaptation and non-centered parameterisations

Hi,
I actually encountered a few similar problems. I don’t understand your proposal very well, but I think it is better solved by modifying the models instead of adding some additional syntax to Stan. The two things that usually helped me are:

  • Using centered parametrisation for (parts of) the model, especially when there are a lot of data points observed from the group (the reasons why this helps is explained at Hierarchical Modeling)
  • Enforcing a sum-to-zero constraint on the random intercepts (either soft or hard as discussed at Test: Soft vs Hard sum-to-zero constrain + choosing the right prior for soft constrain. This changes the interpretation of the model and I have yet to completely understand exactly how, but it seemed quite sensible for some of the use cases I worked with. Also the R-INLA package actually does this as default and the authors seem to know what they are doing :-)
  • Both of the above.

Would that fit your intuition about the problem?

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