Statistical Rethinking 2023 - 14 - Correlated Features
Channel: Richard McElreath
Date: 2023-02-16

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