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Numerical improvements to `Phi_approx` - #3450

Draft

jachymb wants to merge 14 commits into

stan-dev:developfrom

jachymb:bugfix/phi-approx-stable-derivatives

Draft

Numerical improvements to `Phi_approx`#3450
jachymb wants to merge 14 commits into
stan-dev:developfrom
jachymb:bugfix/phi-approx-stable-derivatives

Commits on Oct 12, 2026
- Tests: Phi_approx derivative in the upper tail
  Jachym.Barvinek
  committed
  a335aa2
- Fix Phi_approx reverse-mode derivative cancellation in the upper tail
  Jachym.Barvinek
  committed
  198d939
- Tests: inv_logit and log_inv_logit_diff derivatives at large arguments
  Jachym.Barvinek
  committed
  c305f3b
- Accurate inv_logit and log_inv_logit_diff derivatives at large arguments
  Jachym.Barvinek
  committed
  2eeebdc
- Phi_approx: name the coefficients in constants.hpp and use the double-precision minimax optimum
  Jachym.Barvinek
  committed
  36694eb
- Move the Phi_approx forward-mode test to the Phi_approx branch
  Jachym.Barvinek
  committed
  32e48bd
- Merge bugfix/inv-logit-stable-derivatives into bugfix/phi-approx-stable-derivatives
  Jachym.Barvinek
  committed
  0c06fa7
- Tests: Phi_approx tail references shared by the mix and OpenCL tests, forward-mode derivatives
  Jachym.Barvinek
  committed
  5b4e614
- Phi_approx: OpenCL value path as a kernel-generator expression of the constants
  Jachym.Barvinek
  committed
  d2742ff
Commits on Oct 13, 2026
- Merge branch 'develop' into bugfix/inv-logit-stable-derivatives
  jachymb
  authored
  549b4b5
Commits on Oct 14, 2026
- Merge branch 'develop' into bugfix/phi-approx-stable-derivatives
  jachymb
  authored
  c85f308
Commits on Oct 19, 2026
- Compute inv_logit of Matrix<var> in one scalar pass
  jachymb
  committed
  73d1a2a
Commits on Oct 20, 2026
- Re-run CI: Windows runner lost communication in mix tests 5
  jachymb
  committed
  de0c943
- Merge bugfix/inv-logit-stable-derivatives into bugfix/phi-approx-stable-derivatives
  jachymb
  committed
  d37ebaf

Commits

Commits on Oct 12, 2026

Commits on Oct 13, 2026

Commits on Oct 14, 2026

Commits on Oct 19, 2026

Commits on Oct 20, 2026