Hi! I have a conceptual question. I’m wondering about scenarios where some variables that have a small number of effective samples are dependent of variables that have a large number of effective samples, and vice versa. For example, let’s say variable A has a low number of effective samples, and …

My personal take is that, if you are computing expectation of some function using the posterior samples, the bare minimal is that the samples that are going into the said function should be good (i.e., rhat and effective sample size are both good). Thus in your case, when you have many variables an…

Dependency with vars with low number of effective samples

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junpenglao July 15, 2019, 2:26pm 6

I did… here you go: http://discourse.mc-stan.org/t/convergence-failure-maybe-in-brms/4148/7

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Dependency with vars with low number of effective samples

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