Reparametrization#

Automatic reparametrization of hierarchical models. VIP (variationally inferred parametrization) makes the choice between centered and non-centered parametrizations continuous and learns the best setting per variable, instead of leaving it as a manual, all-or-nothing decision.

autoreparam.vip_reparametrize(model, var_names)

Repametrize Model using Variationally Informed Parametrization (VIP).

autoreparam.VIP(_logit_lambda)

Helper to reparemetrize VIP model.