I’ve updated my model to use a truncated normal for the likelihood. The model samples the posterior in the same time, but both prior & posterior predictive takes much longer (20s to 15min for posterior predictive). How is that? I thought that truncating would increase speeds.

Truncated Likelihood results in massive increase in sampling time for Prior & Posterior predictive

aakhmetz October 13, 2022, 8:53am 2

In my opinion, truncation would increase uncertainty (CrI are wider). This may increase the calculation times

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