Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Support centered parametrisation of LogNormalLinearCovariateModel #242

Closed
4 tasks
DavAug opened this issue Dec 28, 2021 · 0 comments
Closed
4 tasks

Support centered parametrisation of LogNormalLinearCovariateModel #242

DavAug opened this issue Dec 28, 2021 · 0 comments

Comments

@DavAug
Copy link
Owner

DavAug commented Dec 28, 2021

When parameters are very well determined it is sometimes beneficial to use a centered parametrisation.

  • Add a centered flag to LogNormalLinearCovariateModel
  • Returns psi as identity of eta
  • Returns matrix of mu_logs and sigma_logs
  • Need to extend LogNormalModel such that matrix input is treated as 'MultivariateLogNormal' distribution, where each entry dimension is independent of the other (or is there a proper multivariate LogNormal?
@DavAug DavAug closed this as completed Sep 30, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@DavAug