Issue/873 embedded laplace #874
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avehtari
reviewed
Apr 28, 2025
| The Laplace approximation is especially useful if $p(\theta)$ is | ||
| multivariate normal and $p(y \mid \phi, \theta)$ is | ||
| log-concave. Stan's embedded Laplace approximation is restricted to | ||
| have multivariate normal prior $p(\theta)$ and ... likelihood |
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add here the restrictions for the likelihood
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I made some edits to use the statistical terms correctly. In the end of first section, it would be good to tell the constraints on the likelihood function and I left there three dots. |
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Submission Checklist
<<{ since VERSION }>>Summary
Documentation for suite of functions for the embedded Laplace approximation. Starting a PR to allow easy file comparison and will fill in the details soon.
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