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Document the Pathfinder algorithm and how to invoke it via CmdStan.
Description:
The Pathfinder algorithm should be (briefly) described in the Stan Reference Manual and the CmdStan Guide should document the calling structure and output files.
reading pathfinder paper psuedo code - is lp_approx__ a draw from the draws from the ELBO-maximizing normal approximation? and lp__ is the LBFGS estimate (which uses a Taylor approximation)?
Summary:
Document the Pathfinder algorithm and how to invoke it via CmdStan.
Description:
The Pathfinder algorithm should be (briefly) described in the Stan Reference Manual and the CmdStan Guide should document the calling structure and output files.
Additional Information:
Pathfinder algorithm in Stan repo spec'd here: stan-dev/stan#3119, PR here: stan-dev/stan#3123
CmdStan calling interface PR here: stan-dev/cmdstan#1155
Current Version:
v2.32.0
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