hrlai / greta.SAMs

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Alignment of z #1

Open hrlai opened 1 year ago

hrlai commented 1 year ago

It is hard to examine if archetype slopes $\beta_k$ are well estimated because of misalignment in $\mathbf{z}_j$, I think...

How do / should we "align" $\mathbf{z}_j$?

hrlai commented 1 year ago

See https://mc-stan.org/docs/stan-users-guide/mixture-inference.html

hrlai commented 1 year ago

See also Nick Golding's post https://forum.greta-stats.org/t/gmm-in-greta-is-non-identifiability-a-show-stopper-in-greta/71/15?u=hrlai

hrlai commented 1 year ago

Francis Hui provided a more useful link https://mc-stan.org/docs/stan-users-guide/label-switching-problematic.html