While I avidly await the arrival of pathfinder, I’m exploring initializing my larger models using samples from the posterior of smaller models sampled against the same data (inspired by this). It’s straightforward enough to extract draws from a given model and write to csvs for inits of the same model, but when going from smaller to larger one needs to add inits for the parameters of the larger model that are missing from the smaller model.
I gather the route to achieve this is to use the new
constrain_variables(), but I thought I’d check here to see if anyone (@andrjohns perhaps?) had done this before I made my own an attempt.