Hi,
this is a bit out of my depth, but I will give it a try since nobody else answered. Some ways to speedup the model:
- Use
normal_id_glm16.2 Normal-id generalized linear model (linear regression) | Stan Functions Reference -
normal_id_glmcan be parallelized with OpenCL (some discussion at 23.3 OpenCL | Stan User’s Guide and e.g. Can normal_id_glm use a GPU when the design matrix is not fixed? - #3 by psadil). Note that OpenCL doesn’t require you to use a GPU if you don’t have one: you can install OpenCL driver for your processor and this will let Stan use all your cores.
Hope that helps at least a bit