From 8f2be56678fc632371122c394fb50506e9d9634a Mon Sep 17 00:00:00 2001 From: athowes Date: Thu, 27 Jun 2024 23:00:26 +0100 Subject: [PATCH] What is Pathfinder (basic) --- vignettes/approx-inference.Rmd | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/vignettes/approx-inference.Rmd b/vignettes/approx-inference.Rmd index 1a31b1635..15f8b303b 100644 --- a/vignettes/approx-inference.Rmd +++ b/vignettes/approx-inference.Rmd @@ -74,7 +74,8 @@ See the section [Variational Inference using ADVI](https://mc-stan.org/docs/cmds ## Pathfinder -Pathfinder is another variational inference method, more recently developed by @zhang2022pathfinder. +Pathfinder is method closely related to variational inference, more recently developed by @zhang2022pathfinder. +It works by generating Gaussian approximations along each step of an iterative optimisation algorithm (such as L-BFGS). See the section [Pathfinder Method for Approximate Bayesian Inference](https://mc-stan.org/docs/cmdstan-guide/pathfinder_config.html) of the `CmdStan` User's Guide for more information. # Demonstration {#demo}