Hi,

I am working with Bayesian matrix factorization using the MovieLens database. Data consist of a matrix n×d of n=943 users and d=1682 movies where users assign a rate (1-5) to movies. Clearly this results in a very sparse matrix since I have only 100000 observations out of 943*1682 possible entries.

I define the likelihood as P(X|W,Z,β)=∏(i,j)∈ObsN(Xij|ZiWtj,β−1) where Z=n \times k matrix and W=d \times k with k = number of features, Obs are the observed entries in the original matrix X.

I want to compute the posterior probability P(Z,W,β|X).

I wrote the following Stan code:

```
"""data {
int<lower=0> n_users; // Number of users (943)
int<lower=0> n_movies; // Number of movies (1682)
int<lower=0> n_features; // Number of features
int<lower=1> n_entries; // Number of entries in matrix
int<lower=0,upper=n_users> ii[n_entries]; // Observations of users
int<lower=0,upper=n_movies> jj[n_entries]; // Observations of movies
vector[n_entries] rating;
}
parameters {
matrix[n_movies, n_features] W;
matrix[n_users, n_features] Z;
real beta;
}
model {
for (n in 1:n_entries) {
rating[n] ~ normal(W[jj[n],:] * Z[ii[n],:]', 1/sqrt(beta));
}
// Priors
beta ~ gamma(1.5, 1);
for (n in 1:n_users) {
Z[n,:] ~ exponential(1);
}
for (n in 1:n_movies) {
W[n,:] ~ exponential(1);
}
}
"""
```

but I get a *Initialization failed* Runtime error, I can’t understand why. If I take a gaussian distribution as prior instead of the exponential it works.