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Statistical Rethinking 2023 - 14 - Correlated Features

Richard McElreath 9,132 2 years ago
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Course: https://github.com/rmcelreath/stat_rethinking_2023 Music: https://www.youtube.com/watch?v=uf-kTuIfbvM Owl: https://www.youtube.com/watch?v=VNcLbMYwhXQ Pause: https://www.youtube.com/watch?v=pxPdsqrQByM Outline 00:00 Introduction 02:04 Correlated varying effects 12:13 Building the multivariate prior 19:37 Pause 20:30 Coding the multivariate prior 25:06 Non-centered multivariate priors 31:39 Correlated results 37:00 Further estimands 40:58 Summary and outlook 44:00 BONUS divergent transitions and Cholesky factors

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