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LKJCorr and LKJCov in pymc
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While continuing to deep dive on covariance priors following my prior post, I investigated implementations in pymc. I played around with the LKJcorr and LKJc...
Weird ways that covariance matrices are made
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Covariance priors for multivariate normal models are an important tool for the implementation of varying effects. By representing more than one parameter wit...
Escaping the Devil’s Funnel
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Multi-level models are great for improving our estimates. However, the intuitive way these kinds of models are specified (which goes by the unhelpful name “c...
Correlated data, different DAGs
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One of the lessons from Statistical Rethinking that really hit home for me was the importance of considering the data generation process. Different datasets ...