Hi,

I saw this work about speeding up sampling from models which use latent guassian variables using adjoint-differentiated Laplace approximation from some members of the stan dev team recently

Multivariate probit models augment the ordinal data with guassian latent variables and are quite slow in Stan, so this would be really useful. I use bgoodri’s parameterization of multivariate probit (+ extended to ordered multivariate probit and hierarchical, based on the same techniques) - would it be possible to code this model using the the adjoint-differentiated Laplace approximation?