Trouble with Gaussian Mixture Model

[stijn]

Some practical advice on taming divergences (i.e bad sampling)

Blog: Taming Divergences in Stan Models

So I am a bit nervous about this one. I tried to write a post I would have liked to read early in my love affair with Stan. I am compiling the strategies I have used to handle divergences and my understanding of what divergences are. But I am no expert yet and my calculus is rusty, so I am a bit out of my depth and I hope I didn’t write anything stupid. The post is aimed at people whose calculus is also rusty or with little exposure to calculus at all. All corrections welcome. http://www.martin…

Some advice on identifiability (i.e. one reason for poor parameterization)

Blog post: Identifying non-identifiability

Hi all, I wrote a blog post, surveying some broken models in hope it helps people spot, uncover and understand issues with their models. http://www.martinmodrak.cz/2018/05/14/identifying-non-identifiability/ As in the previous post about divergences, I am learning this stuff as I go, so feedback is very welcome, hopefully I didn’t get anything very wrong.