Gaussian Quadrature and Laplace Approximation

TuringLang / TuringGLM.jl

Bayesian Generalized Linear models using `@formula` syntax.

https://turinglang.org/TuringGLM.jl/dev

MIT License

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Gaussian Quadrature and Laplace Approximation #54

Open ParadaCarleton opened 2 years ago

ParadaCarleton commented 2 years ago

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.

storopoli commented 1 year ago

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