dpsimpson

On Wed, Aug 28, 2019 at 16:09 Bob Carpenter wrote: > Not sure why any function would cast a sparse matrix to a different type > automatically rather than just...

> This would be extremely bad design. It should throw and informative error. Otherwise we’ll spend our whole time explaining to people why they added one line that had an...

> One that tops to my mind is incomplete implementation of sparse functionality. For example if I wanted to compute a matrix exponential but no one has yet implemented a...

I can't disagree more. These aren't incomplete or unimplemented features, these are features that should not exist. For scale, it's like when people say that we should have a Gibbs...

I don’t think we should do this. Huge memory waste limits it to very small matrices. R/Python have easy to access sparse matrix support On Thu, Aug 29, 2019 at...

Sparse GPs are a different thing that don’t involve sparse matrices. (I know!) So they aren’t a use case. Multivariate Gaussians with sparse precision matrices is the main use case....

A good use case along the lines of the ICAR that needs full linear algebra is this model https://mc-stan.org/users/documentation/case-studies/mbjoseph-CARStan.html (Note the case study doesn’t use the sparsity to do anything,...

Short version. If we stick to just lme4 stuff initially, there are two cases; - Don't marginalize out anything, in which case probably dense is enough - Marginalize out stuff,...

From my point of view, this isn’t a speed thing. It’s shifting something that is currently done separately for each interface (ie a thing that is only available in RStan)...

I can’t really be very specific here, but we had some interaction of this nature with the NumFOCUS team when I was on the SGB and I wouldn’t recommend passing...