Hi. i am using the horseshoe prior, coded by stan as following:

```
data {
int<lower=1> n; // Number of data
int<lower=1> p; // Number of covariates
matrix[n,p] X; // n-by-p design matrix
real y[n]; // n-dimensional response vector
}
parameters {
vector[p] beta;
vector<lower=0>[p] lambda;
real<lower=0> tau;
real<lower=0> sigma;
}
transformed parameters {
vector[n] theta ;
theta = X * beta;
}
model {
lambda ~ cauchy(0, 1);
tau ~ cauchy(0, 1);
beta ~ normal(0, sigma * tau * lambda);
y ~ normal(theta, sigma);
}
```

I don’t know why, but it is extremely slow.

Would you give me any recommendations to speed up??

EDIT: @maxbiostat edited this post for syntax highlighting.