I started to fix the PPCA tutorial. It's still work in progress but should already work for most parts, except the Householder example in the end (which I'll have to change quite a bit).
The main changes are:
Generally simplify the code (e.g., generation of synthetic data, plotting, etc.)
Use more modern model syntax
Fix the models (e.g., it seems some iteration variables were incorrect)
Improve performance
Simplify MCMCChains code
Replace VegaLite with Plots (fixes current issues and simplifies code and dependencies)
I started to fix the PPCA tutorial. It's still work in progress but should already work for most parts, except the Householder example in the end (which I'll have to change quite a bit).
The main changes are: