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StatisticalRethinkingJulia / TuringModels.jl

Implementations of the models from the Statistical Rethinking book with Turing.jl
https://statisticalrethinkingjulia.github.io/TuringModels.jl/
MIT License
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Add Cholesky optimization to LKJ priors when available. #86

Open itsdfish opened 2 years ago

itsdfish commented 2 years ago

Hi Rob,

It turns out that there is an ongoing effort to add Cholesky factorization to the LKJ prior distribution. This will improve the efficiency and numerical stability of the multilevel models. I am willing to add those improvements when they become available.

goedman commented 2 years ago

Awsome Chris, thanks a lot. Just wished I had more time to spend on the Turing side of things!