About Pystan Convergence Issue

[ahartikainen]

btw, I just wanted to be a bit more specific about optimize

L-BFGS-B comment

Technically, our optimizer finds penalized maximum likelihood estimates. They’re not MAP estimates because we throw away the Jacobian in the implicit priors on the transformed parameters. We’ll probably be adding a proper MAP estimator soon. Andrew likes to think of all these methods as approximate Bayes. The penalized max likelihood gives you a Laplace approximation from which you can gauge uncertainty in the same way as variational inference, with the difference being centering on the …