Hello all. I am very familiar with the non-centered reparameterization for hierarchical parameters aka the classic “Matt trick”; I use this all the time. Less commonly, I’ve also seen non-centering used in a non-hierarchical context. My conceptual understanding of this second usage is that it involv…

Non-centered parameterization for non-hierarchical parameters?

Funko_Unko May 5, 2021, 8:46pm 11

The variance / covariance estimate gets regularized towards the identity matrix, see Specify metric regularization constant?

Not sure whether this may be the problem.

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