Monthly Math development meeting: 01/20/2022, 10 am ET. **New video link**

Meetings
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Happy New Year!

We’ve been having monthly Math meetings on the third Thursday of the month. The next one is Thursday, January 20, 2022, at 10 am EST (1500 UTC).

This will last no more than one hour; if we need more time, we will schedule additional time.

This meeting is open to all those that currently contribute to the Math library or that would like to contribute to the Math library.

New for 2022

We are moving the meeting to Zoom (from Google Meet). The direct Zoom link is:

I have a Google Calendar event set up if anyone wants it on their calendar. Please DM me with your Google handle if that’s of interest.

Reminder:

  • this is a chance to collaborate and coordinate efforts. We’re expecting everyone to be kind and courteous. And patient. We have a team with diverse backgrounds.
  • impactful decisions will not be made at these meetings. That will continue to be done online on these forums. The meetings are a good time to discuss and get on the same page, but the decision making will be done online where we can include the opinions of others that can’t make the meeting.
  • important discussions that happen at the meeting will be communicated back online on these forums. If they don’t make it back here, it wasn’t important. No one will be penalized for not being present at a meeting.

If there’s anything you know you want to talk about, please post here. This is a good time to request help from others if there’s expertise that you need.

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Tagging people: @Funko_Unko, @storopoli, @stevebronder, @jgaeb, @spinkney, @Bob_Carpenter, @rok_cesnovar, @wds15

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I’m trying to start up Zoom. Having some technical difficulties.

4

Ok. I’m on, if anyone wants to join.

5

just tried to join but it’s saying I have to wait for the host to start the meeting

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Let me try to figure out what’s going on.

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I’m on with the right credentials… at least I think I am.

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@stevebronder and I are online.

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@Bob_Carpenter is here.

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We’re talking about general maintenance:

  • managing issues, e.g. closing
  • cleaning up doxygen warnings
  • dead links in doc
  • updating to Eigen 3.4. Problems with size function. @stevebronder is explaining the intricacies.
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@Bob_Carpenter wants to work on adding orthornormal data types to the Math library. He linked to GitHub - Lezcano/geotorch: Constrained optimization toolkit for PyTorch which has transforms.

@stevebronder is confirming that it is easy to add a new constrained type to the Stan language (@Bob_Carpenter asked). We’re talking about whether we can write user-defined constrained types.

@Bob_Carpenter is enumerating types that would be useful:

  • sum to 0
  • pin one to 0
  • triangular matrix
  • diagonal matrix
  • banded matrices, topelitz, circular

@stevebronder: if the user writes the quad form, the Stan compiler can identify it and optimize it.

@stevebronder: suggesting vector return lpdfs for Google Summer of Code.

@syclik: asked about whether we can remove *_log() functions. We all believe the compiler doesn’t generate these any more. We need to check.

2 Likes
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I add

  • symmetric matrix

Also during the Stan gathering these types were mentioned even if they can be currently used with lower/upper constraints

  • positive
  • probability
1 Like
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Stanc3 does still generate these if they are called directly, e.g target += binomial_log(...)

It won’t in 2.32 and later as we’re removing them entirely. We could change the code gen on this ahead of time if we wanted to