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vector-output log density functions #1697

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bob-carpenter opened this issue Nov 19, 2015 · 4 comments · May be fixed by stan-dev/math#2751
Open

vector-output log density functions #1697

bob-carpenter opened this issue Nov 19, 2015 · 4 comments · May be fixed by stan-dev/math#2751
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@bob-carpenter
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feature
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v3

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@bob-carpenter
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Idea from Aki Vehtari on stan-dev:

In Stan 2.8, log density functions like normal_log() output the sum of the densities of their components (with appropriate broadcasting of scalars).

It would be nice to allow them to be specified to return a vector, for instance for WAIC or LOO calculations. Aki suggests somethign roughly like

log_lik <- normal_ld<norm=true, sum=false>(y | X * b, sigma);

or maybe with vec=true instead of sum=false.

The result of #1683 will help with implementation.
@bob-carpenter bob-carpenter self-assigned this Nov 19, 2015
@bob-carpenter bob-carpenter added this to the v3 milestone Nov 19, 2015
@alashworth alashworth mentioned this issue Mar 12, 2019
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@danielinteractive
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Just found this, this would be really useful in many situations.

@bob-carpenter
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+1. There have been more and more cases where I've wanted to do this. It shouldn't be too hard by decorating the log density functions with one more layer of suffix.

@SteveBronder
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Yes I think it's very doable as laid out above, mostly need to find time do it. There's a few places we need to be careful but for the most part a couple template tricks should handle everything

@WardBrian
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For me I think my question is whether the <> syntax is the right choice for this? The alternative that comes to my mind is if we add a keyword argument syntax

@WardBrian WardBrian linked a pull request Feb 17, 2024 that will close this issue
[WIP] Allow distributions to return vectors stan-dev/math#2751
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[WIP] Allow distributions to return vectors stan-dev/math
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@danielinteractive @bob-carpenter @SteveBronder @WardBrian