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softmax log-det-jac #49

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spinkney opened this issue Jul 28, 2022 · 1 comment
Open

softmax log-det-jac #49

spinkney opened this issue Jul 28, 2022 · 1 comment

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@spinkney
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In the paper and code is -N * log1p_exp(log_sum_exp(y)) + sum(y) there's a missing 0.5 * log(N) somewhere. It's a constant so doesn't affect sampling but we should have it in. When I AD through it comes up with that constant.

PR #46 has a more efficient version (I think, it's more efficient).
@spinkney
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Pinging @bob-carpenter

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