Stan embedded Laplace was a long project and happy that it's finally released. We are not competing with INLA and TMB software, as they are orders of magnitude faster and scale better with data size for models that you can implement with them 1/
CmdStan 2.39 has been released!
- embedded Laplace approximation
- new yule_simon distribution
- gamma_lccdf more stable
- optimization convergence status in output
- length-1 tuples
See more at blog.mc-stan.org/2026/05/19/r...