Steve Bronder

[WIP] Add Pathfinder and Multi Pathfinder

5

#### Submission Checklist - [x] Run unit tests: `./runTests.py src/test/unit` - [x] Run cpplint: `make cpplint` - [x] Declare copyright holder and open-source license: see below #### Summary Adds Pathfinder...

[FR] low rank HMC?

2

#### Summary: It would be nice to have versions of HMC/NUTS that support a low-rank plus diagonal metric a la L-BFGS. This will require the following. 1. `low_rank_e_metric` and `low_rank_e_point`...

[WIP] Allow NUTS to do eager evaluation on forward and backward trajectory in parallel

3

#### Submission Checklist - [ ] Run unit tests: `./runTests.py src/test/unit` - [ ] Run cpplint: `make cpplint` - [ ] Declare copyright holder and open-source license: see below ####...

Revert "Revert "Opencl indexing""

11

Revert revert of #3048

Add var<matrix> creation methods for reader

1

#### Summary: For [reader.hpp](https://github.com/stan-dev/stan/blob/develop/src/stan/io/reader.hpp) we need methods for `static_matrix(i, j)` and `static_vector(i)` to read in a static matrix. One small issue atm is that when we call [`log_prob_grad`](https://github.com/stan-dev/stan/blob/develop/src/stan/model/log_prob_grad.hpp#L29) or [`log_prob_propto`](https://github.com/stan-dev/stan/blob/develop/src/stan/model/log_prob_propto.hpp#L38)...

Add var_value<Matrix> rvalue accessors

1

#### Summary: Once [#2024](https://github.com/stan-dev/math/pull/2024) goes into math we'll be able to have cheap views into `var_value` types. One Q is whether we should spend extra time when someone writes something...

Adding Sparse Matrix Indexing

8

#### Summary: Looking over the Eigen docs I think we can support the following in the stan language ```stan data { int N; // rows int M; // cols int...

Why does transition() in hmc use ps_point and not it's actual type?

2

#### Summary: For the code in for instance [`base_nuts::transition()`](https://github.com/stan-dev/stan/blob/develop/src/stan/mcmc/hmc/nuts/base_nuts.hpp#L79) there's a bunch of ps_point's that are being used, but the type of the derived class of ps_point can come from...

Make const correct (accessors and mutators vs. API consistency)

5

#### Summary: In a lot of `mcmc` we have `get_*` and `set_*` methods. I think it would be nice to just have const overloaded mutator and accessor methods. For instance...

#### Summary: I'm looking at `base_mcmc` and it looks like it's virtualness is only used in a few functions ``` run_sampler generate_transitions write_adapt_finish ``` I think we could rewrite that...