Skip to content
New issue

Have a question about this project? # for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “#”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? # to your account

Demo automatic MAP estimation based on proximal operators #119

Open
brandonwillard opened this issue Mar 22, 2023 · 0 comments
Open

Demo automatic MAP estimation based on proximal operators #119

brandonwillard opened this issue Mar 22, 2023 · 0 comments
Labels
enhancement New feature or request important

Comments

@brandonwillard
Copy link
Member

brandonwillard commented Mar 22, 2023

We can use the same approach we're currently using for deriving Gibbs samplers to instead identify and use proximal envelopes for many non-standard and discrete prior and observed distributions (see here for an overview of the idea).

We can start by deriving the basic proximal gradient routine for models (see here) and expand to other approaches and distributions later (e.g. splitting approaches, divide and concur, proximal Langevin for posterior sampling, etc.)

@brandonwillard brandonwillard added enhancement New feature or request important labels Mar 22, 2023
# for free to join this conversation on GitHub. Already have an account? # to comment
Labels
enhancement New feature or request important
Projects
None yet
Development

No branches or pull requests

1 participant