Discrete Parameters
Kentaro Matsuura
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Kentaro Matsuura: HOXO-M Inc.
Chapter Chapter 10 in Bayesian Statistical Modeling with Stan, R, and Python, 2022, pp 213-233 from Springer
Abstract:
Abstract Hereafter we will call parameters that have discrete integer values as discrete parameters. The fact that Stan cannot sample from discrete parameters is a major limitation of Stan. In this section, we will provide several solutions for this problem. The basic approach is to eliminate discrete parameters from the log-likelihood by counting all the possible cases (i.e., marginalizing out the parameters).
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-19-4755-1_10
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DOI: 10.1007/978-981-19-4755-1_10
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