I have a question about how to improve model convergence and sampling speed. Currently, I am fitting a hierarchical model with Negative Binomial(alpha, mu) distributed likelihood. The priors for the parameters alpha and mu are Exponential(hyper_lam) and Gamma(hyper_mu, hyper_sd) distributed respect…

A few suggestion: 1, Avoid Uniform priors. You can have a look at the recommendation from Stan . Generally a weakly informative prior helps speed up the sampler, while providing much better regulation. 2, You dont need to specify y_pred = pm.NegativeBinomial( 'y_pred', mu=mu[cl…

Improving model convergence and sampling speed

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researcher August 23, 2017, 2:18pm 4

Thank you for the suggestions!

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Improving model convergence and sampling speed

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