Hi, I was wondering if there was any easy way to sample a given subset of parameters when using MCMC.run(), to keep only a trace for some parameters of interest instead of all the parameters in the model.
To be clearer, assume that I have a model with 3 parameters a, b and c, and that I am only interested in getting the (a, b) trace, and that I am not carrying about c. However, if c is a (1000x1000) matrix, it will use a lot of memory and I would like to avoid this since I won’t be using this parameter anyway