Contributed Post by Edward Roualdes
Lately, I’ve been reading everything I can get my hands on surrounding Stan, the probabilistic programming language. A particularly awesome paper, written by Bob Carpenter et. al., discusses their efforts at automatic differentiation. The paper mentions quite a few tricks of the trade surrounding the wide world of C++. In the last week, I dove head first into these various C++ ideas. I found them interesting, and I hope someone else will too.