Hello all,

First I would like to offer a sincere thank you to all the developers and contributors to Stan. This is an amazing platform and I am grateful for any assistance you can offer me here.

I am working with a collection of univariate and multivariate mixture models with a finite number of states. I am comfortable implementing a label switching solution of an ordered vector in the univariate case per Chapter 13 in the Stan Reference Manual and Michael Betancourt’s article on Identification issues.

Where I run into trouble though is transitioning to the Multivariate case. I implemented Dr. Lieu’s model but the solution seems contrary to my intuition.

As implemented below, it appears the ordering has been applied to the mu’s of the various dimensions for each state. But it may not be the case that the mu’s are ordered across dimensions. What I am hoping to attain is an ordering of the mu’s of a particular dimension across the span of the states, similar to the univariate case.

Am I missing a nuance that these two perspectives are exchangeable?

```
data{
int<lower=1> N; //Number of Observations
int<lower=1> M; //Number of dimensions
vector[M] y[N]; //N observations in M dimensions
int<lower = 1> K; //Number of states
}
parameters{
simplex[K] theta; //mixing proportions
ordered[M] mu[K]; // <-- This seems counter to intuition. I would like the ordering to apply to the
// different states of K, not the dimension (M) of the data.
cholesky_factor_corr[M] L_Omega[K]; //Correlation table
vector<lower=0>[M] tau[K]; //scale
}
transformed parameters{
matrix[M, M] L_Sigma[K]; //lower triangle covariance matrix
for (k in 1:K)
L_Sigma[k] = diag_pre_multiply(tau[k], L_Omega[k]);
}
model{
vector[K] log_theta = log(theta); //cache log(theta) for use in the loop
for(k in 1:K){
mu[k] ~ normal(0,3);
L_Omega[k] ~ lkj_corr_cholesky(2);
tau[k] ~ lognormal(0,2);
}
for (i in 1:N){
vector[K] log_prob_sum = log_theta; //start with the mix probability
for(k in 1:K){
log_prob_sum[k] += multi_normal_cholesky_lpdf(y[i] | mu[k], L_Sigma[k]); //add in the probability for each state
}
target += log_sum_exp(log_prob_sum); //increment target by the numerically stable sum of log odds
}
}
```

Thank you again!