pymc-devs / pymc-experimental

https://pymc-experimental.readthedocs.io
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Possibly Non-optimal parameterization for phi in R2D2M2CP prior #244

Closed ferrine closed 10 months ago

ferrine commented 1 year ago

The parameterization of a default phi concentration is getting worse with number of dimensions, leading to multimodal default prior. Replacing the default with just ones, would not make the prior multimodal.

https://github.com/pymc-devs/pymc-experimental/blob/3444ede907abe415251f8ba28c70b670aa94c9f9/pymc_experimental/distributions/multivariate/r2d2m2cp.py#L196

Let's change the default? It should not be too late since it is experimental and anyway subject to change.