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stephenslab / ebnm

R package to fit Empirical Bayes Normal Means model.
https://stephenslab.github.io/ebnm/
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ebnm_scale_mix_normal (ebnm_ash) #15

Closed stephens999 closed 5 years ago

stephens999 commented 5 years ago

maybe we should consider implementing a version of ash that just does scale mixture of normals in the ebnm suite, with a focus on speed.

the point is that ash is designed to be general, and this comes with overhead in terms of code speed and complexity. The special case of a scale mixture of normals with normal likelihood is maybe important and simple enough to deserve a purpose built function in ebnm that is designed for speed?

pcarbo commented 5 years ago

I'm happy to help with this.

willwerscheid commented 5 years ago

Where are you thinking we can get performance gains? It would still be solved using mixsqp, right? Are you thinking about more efficient computation of the likelihood matrix? of the summary results? Both are possible I think. Anything else?

stephens999 commented 5 years ago

Yes, both those and nothing else. I did not have anything sophisticated in mind. And so I'm not sure h how much does gain we'd get. But it would not be hard to try