I’m looking to add an ICAR prior to a model that I’m building. I’ve had success with the following example in STAN: https://github.com/stan-dev/example-models/blob/master/knitr/car-iar-poisson/pois_icar.stan.
Looking through some of the other posts here I think I could implement
icar_normal_lpdf as a custom distribution, but what is tripping me up is the following:
// soft sum-to-zero constraint on phi
// more efficient than mean(phi) ~ normal(0, 0.001)
sum(phi) ~ normal(0, 0.001 * N);
Any advice on how to approach this in numpyro?