Open ericagol opened 6 years ago
With analytic version of first-order partial derivatives, see if we can extend this to higher order with AutoDiff. This would be useful for computing the covariance matrix at the optimal likelihood, as well as carrying out Riemannian MCMC.
With analytic version of first-order partial derivatives, see if we can extend this to higher order with AutoDiff. This would be useful for computing the covariance matrix at the optimal likelihood, as well as carrying out Riemannian MCMC.