Hi, I have the following Stan-code data { int<lower=1> N; // number of observations int<lower=1> K; // dimension of observations vector[K] y[N]; // observations: vector[K] mu_x; vector[K] mu_y; } parameters { vector<lower=0>[K] sigma_x; vector<lower=0>[K] sigma_y…

Sequential inference of this kind is not directly possible in Stan. There are ad hoc ways to attempt it regardless, but see here for a thread on why this can be folly.

See also Using posteriors as new priors .

Update model when new observations are available

Modeling

spinkney December 1, 2021, 1:59pm 3

Also see a work in progress for nonparametric updating Non-parametric Bayesian updating by @robertgrant

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Update model when new observations are available

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