7 Latent Discrete Parameters

Stan does not support sampling discrete parameters. So it is not possible to directly translate BUGS or JAGS models with discrete parameters (i.e., discrete stochastic nodes). Nevertheless, it is possible to code many models that involve bounded discrete parameters by marginalizing out the discrete parameters.14

This chapter shows how to code several widely-used models involving latent discrete parameters. The next chapter, the clustering chapter, on clustering models, considers further models involving latent discrete parameters.

  1. The computations are similar to those involved in expectation maximization (EM) algorithms Dempster, Laird, and Rubin (1977).