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#### Summary: Both Pathfinder and ADVI algorithms are approximate algorithms. Craft console messages accordingly and revise the documentation to explain what this means. #### Description: The ADVI implementation lives in...

mitzimorris

Feature request: vectorized phi()

3

Stan has a vectorized $\Phi(x)$ (standard cumulative distribution function) but lacks a corresponding vectorized $\varphi(x)$ (standard normal density). You can't get this using `std_normal_lpdf()`, as it sums the log density...

ksvanhorn

promote logger and writer mock objects from pathfinder utils

6

#### Summary: There are some generally useful testing classes in `src/test/unit/services/pathfinder/util.hpp` that'd be useful higher up. At that point, they should be renamed to something like `mock_writer` and `mock_logger`. ####...

bob-carpenter

Cleanup varmat multi-index to use a hashmap instead of a set

9

#### Submission Checklist - [x] Run unit tests: `./runTests.py src/test/unit` - [x] Run cpplint: `make cpplint` - [x] Declare copyright holder and open-source license: Steve Bronder #### Summary When we...

SteveBronder

*_rng() functions that match all existing signatures available for corresponding *_lpdf() functions

1

At present, most `*_rng()` functions for quantities have a single signature, requiring loops to accommodate expressions that are otherwise expressable with a single line when using the corresponding `*_lpdf()` in...

mike-lawrence

virtual declarations missing for `get_constrained_sizedtypes()` and `get_constrained_sizedtypes()` in `model_base`

9

#### Summary: `stanc` outputs methods for returning a json-formatted string of the parameter metadata, like the following for the bernoulli model: ```cpp inline std::string get_constrained_sizedtypes() const { return std::string("[{\"name\":\"theta\",\"type\":{\"name\":\"real\"},\"block\":\"parameters\"}]"); }...

andrjohns

Expose gradient

15

One thing that we may be able to do within weeks rather than months that would allow Andrew to do more of this in Stan proper is to expose a...

bgoodri

#### Summary: The Laplace approximation code at https://github.com/stan-dev/stan/blob/a3ee52eee6a294638445f2db5fed37214fae3142/src/stan/services/optimize/laplace_sample.hpp#L83 uses a Cholesky decomposition. In other parts of Stan's code base we use the ldlt decomposition from Eigen due to it's superior...

spinkney

optimization fails for a constrained parameter

6

Consider the following simple model, which should return the average of two positive numbers: ``` stan data { vector[2] X; real sigma; } parameters { real mu; } model {...

UnkindPartition

#### Summary: transition method results in nans for softabs metric #### Description: I might use the library in a wrong way but I'll try to explain everything. Firstly, I use...

positivcheg94