Any reason you couldn’t use a weighted mixture of a centered and non-centered parameter to try to improve mixing? Eg data{ int n; } parameters{ vector[n] theta; vector[n] theta_norms; real theta_mu; real<lower=0> theta_sigma; vector[n] p; // Mixture model weight } transformed parameter…

Mixed centered/non-centered parameterisation

JulianK February 18, 2022, 4:41am 4

Great - thanks for the references!

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