There’s a Stan meetup in Melbourne and I’m speaking at it! It’s on Wednesday, February 7, 2018.
Understanding lp__: proportionality constants and (automatic) transforms
This is going to be an informal and hands-on talk. Please be prepared to write some Stan, R, or at least do some arithmetic on paper.
There’s a lot going on in Stan. How lp__ is computed is part of what makes Stan efficient. We’ll discuss the practical aspects of only computing things up to a proportionality constant, the importance of the automatic transforms, and how to apply Jacobians for transforms.
Hope to see some of you there!