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

Questions

junpenglao Split this topic September 27, 2019, 4:29pm 9

A post was split to a new topic: Slowness in multinomial softmax regression

Topic		Replies	Views
Improving speed with large dimensional problem Questions	12	3991	September 27, 2017
Hierarchical Model - Slow Sampling ( 1.8 sec per draw ) - Primary suspect is how the multi-level hierarchy is coded Questions	5	733	November 2, 2021
NUTS sampler slowing down on a hierarchical model Questions	6	877	February 28, 2021
Hierarchical Binomial regression - ineffective sampling Questions	4	894	January 17, 2018
Hierarchical Model - Slow Sampling Questions	4	1149	March 26, 2020

Improving model convergence and sampling speed

Related topics