Working recently with highly correlated variables (and giving NUTS a hard time), I would like advice on a variable selection/dimensionality reduction technique that I completely ad hoc just now considered. Since extremely long running times for a model have been described here quite often as indica…

Advice on dimensionality reduction?

Gon_F March 8, 2019, 6:47am 3

How could my models’ priors be quickly sampled, in their model and data context?

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