We discussed this in Stan gathering, and @charlesm93 suggested sharing here. 1D normal prior and Poisson model. Integrating out the latent theta works with integrate_1d(), but doesn’t work with laplace_marginal(). The likely reason is a loss of numerical accuracy in some part. The Stan code includ…

Embedded Laplace numerical problem

WardBrian June 12, 2025, 9:15pm 2

Thanks Aki, I was able to replicate on my machine. Also copying @stevebronder

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