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Vignette demonstrating inference via pathfinder and Laplace #44

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athowes opened this issue May 17, 2024 · 3 comments · Fixed by #69
Closed

Vignette demonstrating inference via pathfinder and Laplace #44

athowes opened this issue May 17, 2024 · 3 comments · Fixed by #69
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documentation Improvements or additions to documentation enhancement New feature or request research project A more academic contribution

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@athowes
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athowes commented May 17, 2024

To include:

  • Showing how you would use pathfinder and Stan's Laplace method rather than NUTS
  • A comparison of the inference results using pathfinder, Laplace, and NUTS for a small number of data sets (which ones? Ebola?)
  • Suggestions about when you would and wouldn't want to use pathfinder or Laplace over NUTS

Edit: updated.

@athowes athowes added documentation Improvements or additions to documentation enhancement New feature or request research project A more academic contribution labels May 17, 2024
@athowes
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athowes commented May 22, 2024

As of March 18 both pathfinder and some type of Laplace approximation are supported: paul-buerkner/brms#1591

@athowes athowes changed the title Vignette demonstrating pathfinder approximate inference method Vignette demonstrating inference via pathfinder and Laplace May 28, 2024
@athowes athowes self-assigned this May 30, 2024
@athowes
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athowes commented Jun 3, 2024

Discussion with @kgostic and @seabbs:

  • Evaluation once per delay rather than once per individual could speed things up, but would require quite significant model changes
  • To what extent do we have model fitting times issues? Suggestion that we do have issues

@athowes
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athowes commented Jun 4, 2024

Discussion with @seabbs:

  • brms also enables within-chain multi-threading
  • If evaluating methods to speed up inference we should consider looking at this as it is an option which shouldn't have approximation error.

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