I am trying to build a model (M1) where some parameters are extracted using the posterior of some other model (M2) and other parameters should be estimated using ADVI. Is this possible to use this kind of framework? One way to do this is to use posterior of M2 as a prior of M1, but I want to keep th…

How to perform ADVI only on some of the variables in a model?

dushyant August 2, 2023, 8:41pm 6

So for now I can just use the mean value of the posterior distribution as a fixed value in the next model.

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