Pystan Horseshe prior


#1

Hi all, I have some questions about horseshoe prior… I’m testing in python some toy datasets (from sklearn) using NUTS and horseshoe prior… my question is… If I change the dataset, for example iris vs diabetes, should I change the stan model? Thank you and regards :)


#2

Iris is 3-classes and diabetes is 2-classes or continuous? So it seems you would need to change the model, too.