
Sep 2021
Autodiff for Implicit Functions in Stan
Fast derivatives for functions you can't write down
One of the things that makes Stan powerful is that—in addition to a large library of standard mathematical functions (e.g., \(\exp(x)\), \(x^y\), \(x + y\), \(\Gamma(x)\), etc.)—it also supports the use of higherorder functions, such as such as solving a userspecified system of ODEs. This greatly expands the range of Bayesian models Stan can handle.