stan
https://github.com/stan-dev/stan
C++
Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details.
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- Issues
- Fix bug - stepsize from windowed adaptation is reset to 1 when `term_buffer` == 0
- Improve step size adaptation target
- [WIP] Allow NUTS to do eager evaluation on forward and backward trajectory in parallel
- Some computations not included in reported total time of output CSVs
- If model evaluates at initial conditions without autodiff but fails with autodiff then the error messages are not great
- Stepsize no longer reset to 1 if term_buffer = 0 (Issue #3023)
- Low-rank ADVI
- Provide access to initial values
- Don't do inverse metric decomposition every draw
- Doing the decomposition for every momentum draw is inefficient
- Docs
- C++ not yet supported