Stan model with ~700K parameters: Troubleshooting slow, stuck chains

[jsocolar]

@simschul

Using your example, my problem is that I have cake pieces of different height and color. I need that the pieces have to add up to a cake when sorting them by height and color. So it’s more complicated than a single simplex. If anyone has examples or references on enforcing multi‐dimensional constraints in Stan, I’d really appreciate them!

@spinkney has a parameterization of doubly stochastic matrices in the works, per this post

Planning the 2.37 release

I have a parameterization of doubly stochastic matrices I’m working on. We need the sum to zero vector. I need a few quiet hours to finish it.