Up-dating parameters for every iteration of a Stan model (MGARCH-Dirichlet Process Mixture)

[jsocolar]

Some possibly helpful discussions of related topics:
Old google group thread
https://groups.google.com/g/stan-users/c/uo2Y4x05hwU?pli=1

Old discourse thread

Bayesian nonparametric modeling

Hi, I just have a general question about the capability of stan doing nonparametric Bayesian modeling. So far in the user guide it is pretty much parametric. Is there any chance to handle for example CRP/IBP in stan? Or are there any plan to move in that direction? Thanks! jicun