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May 8, 2017 at 5:07 history bumped CommunityBot This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
Mar 28, 2017 at 0:50 comment added Tommaso Guerrini Probably it's better to say I spammed that mailing list .. Thank you very much Luigi by the way.. I'm in that situation where I have no more time to dig into the problems as I should, since I have an incoming deadline.. It seems like STAN is a great tool, but the learning curve is a little steep to really realize its incredible performance (as of now I realized its speed up wrt JAGS)
Mar 28, 2017 at 0:43 comment added lacerbi Have you tried posing the same question(s) to the Stan users mailing list? They are usually extremely helpful with technical aspects to make a model work. For example, it's possible that issues in your case can be solved with a better parameterization. (Hamiltonian Monte Carlo should mix much faster than Gibbs sampling.)
Mar 28, 2017 at 0:35 comment added Tommaso Guerrini Last, and then I won't bother you anymore: I don't know much Hamiltonian Monte Carlo, but I have quite an experience with Gibbs sampling.. I was wondering: when increasing computational capacity (I use AWS) should JAGS sampling benefit more from it or STAN sampling or neither ? Sorry for asking a question not in the proper place
Mar 28, 2017 at 0:32 comment added Tommaso Guerrini To be more specific: the literature does not help much, in the sense that when dealing with supermarket products most methods concentrate just on high selling items which are those who may stock out more easily, generating high costs.. I found no references dealing with all the products
Mar 28, 2017 at 0:30 comment added Tommaso Guerrini Yes I've tried it, actually I used just STAN,not any other sampling software. For less complex models (for instance not considering mixed effects over brand) and for each product $\lambda_{itjk} = \boldsymbol{\beta} \mathbf{X_t} + \boldsymbol{\eta}_i * \mathbf{Z_{it}}$ it works fine and I'm able to make good inference about what happens.. When increasing complexity I have some convergence problems: I may miss something in my models, but I think the data don't help too since I have lot of skewed predictors, missing data et cetera..
Mar 28, 2017 at 0:09 comment added lacerbi Have you tried Stan, or it's not feasible for your problem? Hamiltonian Monte Carlo can be orders of magnitude faster than Gibbs sampling, and scales well to hundreds (or even thousands) of variables.
Mar 27, 2017 at 23:33 history edited Tommaso Guerrini CC BY-SA 3.0
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Mar 24, 2017 at 11:00 history edited Tommaso Guerrini CC BY-SA 3.0
edited title
Mar 17, 2017 at 11:55 history bumped CommunityBot This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
S Feb 17, 2017 at 23:52 history bounty ended CommunityBot
S Feb 17, 2017 at 23:52 history notice removed CommunityBot
Feb 12, 2017 at 17:45 history edited Tommaso Guerrini CC BY-SA 3.0
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Feb 12, 2017 at 17:33 history edited Tommaso Guerrini CC BY-SA 3.0
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Feb 12, 2017 at 16:19 answer added meh timeline score: 1
Feb 12, 2017 at 16:01 history edited Tommaso Guerrini CC BY-SA 3.0
Corrected wrong indices
Feb 12, 2017 at 14:56 history edited Tommaso Guerrini CC BY-SA 3.0
Further explained the bayesian hierarchical model
Feb 11, 2017 at 10:49 history edited Tommaso Guerrini CC BY-SA 3.0
Removed the question about stockouts to highlight the question on neural nets
Feb 11, 2017 at 7:22 comment added Anton Danilov @Tomasso Guerrini here is possible the answer for you: stats.stackexchange.com/questions/4498/…
Feb 10, 2017 at 20:05 history edited Sycorax CC BY-SA 3.0
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Feb 10, 2017 at 19:56 history edited Tommaso Guerrini CC BY-SA 3.0
highlighted the important part of the question
Feb 10, 2017 at 13:30 history edited Tommaso Guerrini CC BY-SA 3.0
A possible way of solving the problem
Feb 10, 2017 at 11:38 history edited Tommaso Guerrini CC BY-SA 3.0
fixed
Feb 10, 2017 at 9:29 history edited Tommaso Guerrini CC BY-SA 3.0
Prioritizing the neural network question
Feb 9, 2017 at 23:06 history tweeted twitter.com/StackStats/status/829828822811938816
S Feb 9, 2017 at 22:13 history bounty started Tommaso Guerrini
S Feb 9, 2017 at 22:13 history notice added Tommaso Guerrini Canonical answer required
Feb 9, 2017 at 16:12 history edited Tommaso Guerrini CC BY-SA 3.0
highlighted the important part of the question
Feb 9, 2017 at 15:29 history edited Tommaso Guerrini CC BY-SA 3.0
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Feb 7, 2017 at 17:12 history edited Tommaso Guerrini CC BY-SA 3.0
Further explained the question regarding neural net
Feb 7, 2017 at 15:55 history edited Tommaso Guerrini CC BY-SA 3.0
Further explained the model and why I'm look for those 2 answers
Feb 7, 2017 at 15:19 history edited Tommaso Guerrini CC BY-SA 3.0
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Feb 7, 2017 at 11:55 history edited Tommaso Guerrini CC BY-SA 3.0
Corrected an index in the second group
Feb 7, 2017 at 11:03 history edited Tommaso Guerrini CC BY-SA 3.0
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Feb 7, 2017 at 9:48 history edited Tommaso Guerrini CC BY-SA 3.0
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Feb 7, 2017 at 9:33 history asked Tommaso Guerrini CC BY-SA 3.0