I have a model that attempts to estimate parameters of a curve that has a linear component followed by an exponential curve. That is, for time-t < t_2 the curve is linear, and for t \geq t_2 the curve is exponential. The conditional equation for the curve is \begin{align} H(t_n) = \begin{cases} \f…

Model with conditional parameters causing mass matrix to contain zeros on diagonal

junpenglao January 1, 2020, 11:47pm 2

You can try a break point model (ideally with smooth switch point), for example see: Switch point Metropolis tuning

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