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I implemented it for the normally distributed hierarchical variables (function model.hierarchical_normal), however it could be that a partial hierarchical parametrization is better from an sampling standpoint (see pdf above). Unsure whether it is worse digging deeper into it.
The text was updated successfully, but these errors were encountered:
In order to parametrize better the hierarchical model, a non-centered parametrical distribution is better when the data is not very informative, see for example:
https://docs.pymc.io/notebooks/Diagnosing_biased_Inference_with_Divergences.html
or
https://pdfs.semanticscholar.org/7b85/fb48a077c679c325433fbe13b87560e12886.pdf
I implemented it for the normally distributed hierarchical variables (function model.hierarchical_normal), however it could be that a partial hierarchical parametrization is better from an sampling standpoint (see pdf above). Unsure whether it is worse digging deeper into it.
The text was updated successfully, but these errors were encountered: