I am trying to add a hierarchy on a constrained weight, but the centered parameterization is tripping me up. I think I have the non-centered version, but would prefer to test the centered version first as that is best practice. # w number of weights, g number of groups ## non-centered sigma_w = pm.…

Neither centered nor non-centered is “best practice”, there are just cases where you want to use one instead of the other. In general, non-centered is better when the sigma parameter admits quite small values (the groups are very similar), because this makes “funnels” that are hard to sample, even f…

Hierarchy on Half Normal Distribution

Questions v5

ricardoV94 July 10, 2024, 6:29am 6

Very much like you would write a hierarchical normal prior but using lognormal or gamma for the mean and std

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Hierarchy on Half Normal Distribution

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