Hierarchical Model Weibull Regression

Questions
2

Hi,

  • Do you get some warning / divergences from NUTS after sampling? This is usually very helpful to understand what’s going wrong.
  • Initializing your sampler at the MAP is pretty much discouraged now.
  • Have you done some prior predictive checks? The prior stds on your hierarchical means, mu_a and mu_b seem super huge. With hierarchical models, implementing regularizing priors is usually very important.

Hope this helps :vulcan_salute: