Dirichlet prior on ordinal regression cutpoints in brms

Really pleased to see this thread on the discourse. An example of just how flexible brms can be too. I have a similar problem where I’d like to set Dirichlet priors on parameters in a linear model (i.e. not on the intercepts). I opened another thread about this a while ago to no success: Dirichlet prior possible with stanvars?.

@StaffanBetner, any idea how I might adapt your code?