a\)</span>, and <span class="math inline">\(\sigma\)</span> as
the previous Stan program, many wonder why the version with this QR
reparameterization performs so much better in practice, often both in
terms of wall time and in terms of effective sample size. The
reasoning is threefold:</p>
<ol style="list-style-type: decimal">
<li><p>The columns of <span class="math inline">\(Q^\ast\)</span> are orthogonal whereas the columns of
<span class="math inline">\(x\)</span> generally are not. Thus, it is easier fo