Bob Carpenter

Results 667 comments of Bob Carpenter

The column-of-1s trick shortens the notation, but it's more efficient to not multiply by 1 and just use `alpha + x * beta`. Also, it allows us to put a...

> recommended usage is not to actually not fit an intercept, but rather for instances where your design matrix includes the all-1s column. That makes more sense. I had to...

Adding GPs would be awesome. Any ideas on how users would specify covariance functions? P.S. "kriging" is just the name the geostats community uses for Gaussian processes. It's also closely...

In addition to `interface.py`, there is a line that's duplicated in `utilities.py` and `interface.py` to configure PyStan logging. The PyStan model class and fit objects are used a lot, so...

Last time I used BridgeStan, I tried to use a dictionary and then realized I had to go look up JSON literal syntax instead. I think it would be worth...

The ones with checks are available right now as functions in the Stan math library or in the generated code for a model. - [ ] the log-density wrt constrained...

> Do you think the necessary changes to the transforms would be a major project? We could use autodiff to calculate the Jacobian of the transform and then explicitly multiply...

We don't code the transforms with either jvp or vjp to use Seth's lingo. When stan executes ``` parameters { real lambda: ... model { target += exponential_lpdf(y | lambda);...

Stan's really not compatible with that use case because of the way blocks are defined. Maria Gorinova wrote a cool thesis with an alternative design that's more like Turing.jl that...

@yebai: For algorithm development, we've been using [BridgeStan](https://github.com/roualdes/bridgestan), but that's still limited to Stan models. @roualdes originally developed it for use in Julia. > Models involving discrete variables and non-parametric...