Mean and count priors parameterizations for Beta and Dirichlet

[alashworth]

Issue by bob-carpenter Wednesday Jul 22, 2015 at 18:01 GMT Originally opened as https://github.com/stan-dev/stan/issues/1563

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• [ ] add following parameterization of Beta

Beta_mean(theta | mu, phi) = Beta(theta | mu * phi, (1 - mu) * phi)

We could add it without any customized gradients first.

• [ ] ditto for Dirichlet

Dirichlet_mean(theta | mu, phi) = Dirichlet(theta | mu * phi)

• [ ] add a simple symmetric Dirichlet

Dirichlet_sym(theta | alpha) = Dirichlet(theta | rep(alpha, size(theta))

• [ ] and a similar symmetric Beta

Beta_sym(theta | alpha) = Beta(theta | alpha, alpha)

The latter two will save memory by allowing simpler vari implementations.

• [ ] go off and do this in Stan math with tests
• [ ] expose functions in language

[alashworth]

Comment by bgoodri Friday Mar 04, 2016 at 23:10 GMT

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I think this should be in stan-dev/math.