or the log probability.</p>
<section id="unconstrained-scale" class="level3 unnumbered">
<h3 class="unnumbered anchored" data-anchor-id="unconstrained-scale">Unconstrained scale</h3>
<p>The output is for the variable values and their gradients are on the unconstrained scale, which means each variable is a vector of size corresponding to the number of unconstrained variables required to define it. For example, an <span class="math inline">\(N \times N\)</span> correlation matrix, requires <span class="math i