Out of sample prediction

[RavinKumar]

Got it, Its just out of sample predictions then? Sampling works?

If so you may need to use sample dims I believe. Do you have example data for both inference, and then out of sample data for posterior predictions?

Example for out-of-sample prediction with posterior predictive sampling

Thank you for taking the time to answer in such detail, @OriolAbril , this is all very useful for me to get going again with my models! This is a core point I had to get my head around. The original reason for me to draw less samples was a performance issue, which was due to a shape limitation when using LKJ priors. This has been solved in the meantime, prediction works in reasonable time, and my comparison models are happily sampling. Technical note: the following line is a bit enigmatic to…