motivate Cholesky factor parameterizations in functions reference and elsewhere
Nobody has claimed this yet.
- Dominant language
- TeX
- Stars
- 43
- Forks
- 133
- Avg merge
- 11h 32m
- Merged PRs (30d)
- 4
Description
Summary:
We define the Cholesky-based parameterization, but don't mention that they're more efficient and more numerically stable.
Description:
This should go in the functions reference for the Cholesky-based parameterizations (LKJ, Wisharts, and multi-normal).
This arose through an issue on the Stan forums from jachymb, which also describes why the Cholesky parameterizations are better:
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start in the functions reference at the Cholesky-based parameterization entries for LKJ, Wishart, and multi-normal. Read the linked Stan forum discussion for the rationale, then update those entries to explain their efficiency and numerical-stability benefits; done means all three parameterizations are covered.
Written by the indexing model from the issue text.
Assessment
- Domain
- documentation
- Issue type
- Documentation
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 38/100