Hi all, I’m fitting a big hierarchical nonlinear model, on ~18k points and a bunch of groups: about 12k parameters, and p_loo = 1879. It seems to be doing a great job: my fits look excellent, and the parameters seem reasonable. I’m busy working on simulated data to test it now, but based on the fit…

Max_treedepth saturated, but increasing it slows sampling to a standstill

spinkney November 18, 2020, 10:34am 2

Topic		Replies	Views
Setting Max Treedepth in difficult high-dimensional models Modeling	13	4159	August 6, 2017
How to speed up sampling in rstan? Modeling rstan , performance , hierarchical-model	6	6066	July 24, 2020
100% exceeding max treedepth Modeling fitting-issues , specification	6	521	August 22, 2022
Max treedepth warnings in hierarchical multivariate model Modeling	10	1925	November 17, 2018
Suggestions for improving model of bird monitoring data Modeling performance	11	972	November 17, 2020