Efficient modeling of poisson likelihoods with gaussian observation level errors

[nhuurre]

Looks very similar to the models discussed in

Preprint on HMC using an embedded Laplace approximation

@avehtari, @anon75146577, Raj Agrawal and I posted a preprint on the coupling of Hamiltonian Monte Carlo with a Laplace approximation. Note that several individuals recognized in the acknowledgement section are members of the Stan community and that throughout this project this forum has been an invaluable resource. Indeed this collaboration started with Dan’s post from 2017, initiated with the emphatic sentence “Soooooooooooooooo.” The article constitutes an important milestone in our work …