Hi @thht
if you don’t mind the opinion from a PyMC3 novice here are some ideas
- You might want to consider a more informative prior for the scale parameter, at the moment is extremely wide. I usually go for an HalfCauchy distribution. You can center it on a very small value if you are afraid that large values can cause problems.
- Given the nature of EEG signal (if I recall correctly from my master) you might want to model the correlation between electrodes.
- It might be an overkill here, but PyMC3 offers approximate variational inference which can provide consistent speed-up.
Finally,
can you expand a bit on the nature of n_samples? I struggle to depict the experimental design (I was expecting a (n_participants, n_channels) matrix).