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Optimisation #403

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sbfnk opened this issue May 26, 2023 · 3 comments · Fixed by #624
Closed

Optimisation #403

sbfnk opened this issue May 26, 2023 · 3 comments · Fixed by #624

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@sbfnk
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sbfnk commented May 26, 2023

Stan supports optimisation for point estimates. This might be a nice feature to add (with appropriate caveats returned to the user).

@sbfnk
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sbfnk commented Mar 19, 2024

A better option might be to use the laplace approximation within the cmdstanr backend. This will add at least approximate uncertainty.

@seabbs
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seabbs commented Mar 22, 2024

or wait a bit and just support pathfinder

@sbfnk
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sbfnk commented Mar 22, 2024

or not wait as we can use it in the cmdstanr backend? (just finishing local tests, PR forthcoming)

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