D. Lee: Understanding lp__: proportionality constants and (automatic) transforms


Details
• What we'll do
We are very lucky to have Daniel Lee speaking for this meetup! Daniel is one of the original developers of Stan and is visiting Melbourne from New York for a few days. Here are the details:
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.
And here are some more details about Daniel:
I'm on the core development team, having started with the project at the start in 2011. I'm the CTO of Generable; we're accelerating drug development in rare diseases and oncology with generative models.
Contact:
daniel@generable.com
@djsyclik
It should be great fun! For refreshments, there will be beers as usual, and we will head out to have some dinner together afterwards. Hope to see many of you there!
• What to bring
pen, paper, laptop (optional)

D. Lee: Understanding lp__: proportionality constants and (automatic) transforms