Right now a user needs to supply a gradlogp for the AD HVP to work. Ideally a user should be able to only supply the log posterior and AD should be able to handle the rest. A lot of this design was motivated by getting this method to work, but to make this package most useful, supplying the gradient by hand shouldn't be necessary if one really can't write down the gradient.
Right now a user needs to supply a gradlogp for the AD HVP to work. Ideally a user should be able to only supply the log posterior and AD should be able to handle the rest. A lot of this design was motivated by getting this method to work, but to make this package most useful, supplying the gradient by hand shouldn't be necessary if one really can't write down the gradient.