Hello all, Is it possible to directly expose the gradient of the log-likelihood in Stan for every transition and to define it as a variable in the model? I saw that the last mention of this was more than 4 years ago: Expose gradient ope…

Exposing the gradient of the log-likelihood

bgoodri October 27, 2020, 12:37am 4

You would have to either do it analytically and / or write your own C++ (very carefully).

1 Like