Hi,

I was wondering if the following type of “modus operandi” is OK/common in the Stan / Bayesian community :

Let’s say I want to fit a HMM, but instead I just simply fit a GMM, extract the parameters.

Then using those extracted parameters I do the corresponding HMM but keep the already determined GMM parameters “fixed” => this way I can reduce the computation complexity.

But this this even make sense ? If I remember correctly the author of ScalaStan perhaps was hinting at something similar. Not sure though.

Cheers,

Jozsef