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…

Has there been any update on this problem? If so, can you point me to the right discussion. Ty!

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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