Dear Stan community
First of all thanks for the great job! Stan really nails it!
My question regards the use of lp__ for model comparison.
If I got it well, if I have written my model with the syntax
x ~ normal(m,s) instead of
target += lpdf_normal(x | m,s) then my lp__ is the log-joint minus a constant, is that correct?
I want to compare an approximate inference algorithm - some complex stuff that I did not code with Stan - with NUTS, so I would like to know the value of the constant for model comparison.
Is there a way to get that back without re-running everything?
I am using cmdstan on a distant cluster (I have to run lots of simulations with lots of data) and I would like to keep the runs that I have done - if possible.
Thanks for your precious help