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Reuse direct reverse mode autodiff specializations for known laplace distributions #3287
3f310e7 is a commit that has the specialized reverse mode functions for the explicit laplace distributions. for instance the file here that has reverse mode specializations for neg_binomial_2. Right now we use embedded reverse and higher order autodiff to calculate these from the likelihood function. If we need to speedup laplace one of the first places we should look is adding these back.
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ishaan-arora-1 commentedon Mar 7, 2026
Hey @SteveBronder, would love your feedback on the fix I've tried to implement