entry for wiener diffusion model

[Franzi2114]

Summary

This PR adds a user's guide entry for the wiener diffusion model. It is linked to the PRs for the seven parameter diffusion model PDF and CDF functions
stan-dev/math#2822
stan-dev/math#3042

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):

Franziska Henrich

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
• Documentation: CC BY-ND 4.0 (https://creativecommons.org/licenses/by-nd/4.0/)

[bob-carpenter]

Thanks, so much, @Franzi2114. If nobody else can get to this, I can review it some time over the next week.

[Franzi2114]

Perfec,t thanks @bob-carpenter! I was also in contact with @WardBrian before I did the PR.

There are still three open points that I didn't manage to incorporate:

• The citations did not work locally although I added the entries in the bib file
• I would prefer to include the .pdf version instead of the .jpeg version of the image as it has much higher quality
• and there could be inserted a link to another subchapter of the User’s guide.

Please let me know when there occur more points that I should change.

[WardBrian]

Hi @Franzi2114 --

I've just pushed a commit that addresses each of your comments, since they're mostly quarto-wrangling:

• The citations issue seems to have just been a small typo.
• Quarto supports multi-format figures, so as it is currently written the website will use the JPG and the pdf manual will use the PDF. If you have a higher-quality raster image (png, nicer jpg, etc) we can use that on the web version instead
• I added the link and made sure that this new chapter shows up on the sidebar.

[WardBrian]

Pinging @bob-carpenter again -- I think the notifications for this got lost while you were away

[bob-carpenter]

Thanks for pinging. I will review this week.

[bob-carpenter]

Hi, Franzi:

I'm really sorry this is so many comments. Most of it's to try to get consistency with the rest of our documentation's formatting.

The most important comment is about the upper bounds for parameters that are missing from the examples.

If you'd rather not make the fixes yourself, I think I can go through and make almost all of them other than places where I had genuine questions.

[bob-carpenter]

This isn't quite the right usage of "likelihood". See:

https://statmodeling.stat.columbia.edu/2026/03/20/a-data-model-is-not-just-a-likelihood/

If we have a data-generating distribution $p(y \mid \theta)$, then if we fix $\theta$, we get a density for $y$. If we fix $y = y^\text{obs}$, we get the likelihood function $\mathcal{L}(\theta) = p(y^\text{obs} \mid \theta)$.

Specifically, this means we can't say "likelihood of data" as the likelihood function, in order to exist, has already fixed the data.

This is confused in the literature all over the place, but BDA makes it clear, as does Aki's post.

[Franzi2114]

Which formulation would you prefer here?

[Franzi2114]

Dear @bob-carpenter, I worked through all your comments and made several changes!

Could you have another look at it? I also had some questions regarding your posts. I wrote them below your comments.

I am afraid that I messed something up with the all.bib file. Can you fix this?