TuringGLM.jl icon indicating copy to clipboard operation
TuringGLM.jl copied to clipboard

Gaussian Quadrature and Laplace Approximation

Open ParadaCarleton opened this issue 3 years ago • 1 comments

With large datasets, MCMC can get very slow. Luckily, approximations based on numerical integration usually get better as the sample size increases, and can work in some situations where MCMC is impractical. Luckily, the code for this is already implemented in MixedModels.jl and just needs to have priors added for it to work; we should probably take a look at it.

ParadaCarleton avatar Apr 10 '22 00:04 ParadaCarleton

Do we want to implement this? Users could just MixedModels.jl and leave TuringGLM.jl to being exclusively a "formula interface to Turing.jl"?

storopoli avatar Sep 05 '22 21:09 storopoli