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Add Cholesky optimization to LKJ priors when available. #86

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itsdfish opened this issue Oct 11, 2021 · 1 comment
Open

Add Cholesky optimization to LKJ priors when available. #86

itsdfish opened this issue Oct 11, 2021 · 1 comment

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@itsdfish
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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.

@goedman
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goedman commented Oct 11, 2021

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

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