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Add Cholesky optimization to LKJ priors when available.

Open itsdfish opened this issue 4 years ago • 1 comments

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.

itsdfish avatar Oct 11 '21 09:10 itsdfish

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

goedman avatar Oct 11 '21 13:10 goedman