Monthly Math development meeting: 3/17/2022, 10 am EDT

Meetings
1

We’ve been having monthly Math meetings on the third Thursday of the month. The next one is Thursday, March 17, 2022, at 10 am EDT (1400 UTC). NOTE: 1400 UTC, not 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.

The direct Zoom link is: Launch Meeting - Zoom

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.

2

Tagging people that may be interested: @Funko_Unko, @storopoli, @stevebronder, @jgaeb, @spinkney, @Bob_Carpenter, @rok_cesnovar, @wds15, @WardBrian, @Niko

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Oh, I don’t think I’ll be able to make it!

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@Niko, no worries!

I’m on Zoom now.

5

@spinkney and @rok_cesnovar are online!

6

@Bob_Carpenter joined too!

@spinkney is sharing a cool result of the gradient of the multivariate Student T distribution!

7

@Bob_Carpenter is mentioning that he’s gotten requests and thinks it’ll be cool to have matrix normal and matrix student T.

8

We’re talking about https://enzyme.mit.edu ← it’s a framework for automatic differentiation.

9

We are now talking about @Bob_Carpenter’s FFT pr; it is currently failing on Jenkins and we want to figure out how to get this working.

https://jenkins.flatironinstitute.org/blue/organizations/jenkins/Stan%2FMath/detail/PR-2686/4/pipeline/

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multi_student_t_choleskey [FR] with derivatives · Issue #2537 · stan-dev/math · GitHub - git issue with multivariate student t cholesky

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@rok_cesnovar and I will dig into this to see if we can find what’s going on.

@avehtari joined us.

12

I showed GitHub - dmuck/redding-stan: ReddingStan smuggles log probabilities and gradients out of Stan models (@dmuck) to @Bob_Carpenter and @avehtari.