Discrete parameters?


The book I am reading mentioned that STAN does not allow discrete (categorical) parameters because at heart it uses the HMC method to sample. If and when discrete sampling is added, will it still use some version of the HMC method (maybe smooth out the discrete distribution) or will another sampling technique be used?


If something like that is ever merged into Stan, it will most likely be dynamic HMC with the categorical parameters automatically marginalized out.

1 Like