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It would be nice to have a function that works like log_sum_exp but elementwise, so the return was also a container.
I have a similar issue with
log_sum_exp
where I wanted it tovector[n] a = log_sum_exp(vector[n] b, vector[n] c)
across each element, however it doesn't do this type of elementwise sum. Maybe if we had alog_add_exp
which I've seen in other languages.
Originally posted by @spinkney in stan-dev/docs#832 (comment)