NOTE: ADVI is still an experimental algorithm in that we're
still working on getting the code right and understanding what
the algorithm does.
How do you compute the likelihood? The lp__ value returned
is *not* the likelihood (or even th joint or posterior density),
even in Stan's MCMC. To compound the confusion, I believe ADVI
just hacked the lp__ value to be 0 everywhere (and I believe the
fix for it is in for Stan 2.10).
No, the output formats are fixed, but RStan's pretty flexible
in letting you manipulate output.
- Bob
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