There’s a Stan meetup in Melbourne and I’m speaking at it! It’s on Wednesday, February 7, 2018.
Understanding lp__: proportionality constants and (automatic) transforms
This is going to be an informal and hands-on talk. Please be prepared to write some Stan, R, or at least do some arithmetic on paper.
There’s a lot going on in Stan. How lp__ is computed is part of what makes Stan efficient. We’ll discuss the practical aspects of only computing things up to a proportionality constant, the importance of the automatic transforms, and how to apply Jacobians for transforms.
Neat. I love how you’re going through all the FAQ topics we get endless questions about.
This gets especially tricky when there’s truncation or other normalizing constants which can sometimes be dropped and sometimes not. Similarly for Jacobians for linear transforms (constant) vs. non-linear (not constant).