I am working with a deconvolution model in which the convolved distribution of probability is obtained via deconvolved distribution as:
Where A(x,y,\theta) is the response known function (or response matrix if we discretize data) and \theta is a parámeter of the function. My question is: can i obtain f_X(x) and \theta as a parameters vector from and observed vector y_i doing HMC in Stan?
I was thinking to think f_X(x) as a vector of parameters that can be estimated doing HMC with \theta as well. There is an advice to model this integral representation in STAN?