Test bench for Stan w/ ADVI and Pathfinder for scalable Bayesian inference. Example is taken from https://florianwilhelm.info/2020/10/bayesian_hierarchical_modelling_at_scale/.
ToDo's
- Structured priors for weekdays
- [ ]
To obtain the datasets, run the kaggle cli tool:
# check kaggle.json in ~/.kaggle/kaggle.json
kaggle datasets download pratyushakar/rossmann-store-sales -p data/raw/ --unzip