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Rewrite epidist_gen_log_lik to more efficiently wrap brms log_lik #476

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seabbs opened this issue Nov 27, 2024 · 1 comment
Open

Rewrite epidist_gen_log_lik to more efficiently wrap brms log_lik #476

seabbs opened this issue Nov 27, 2024 · 1 comment
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enhancement New feature or request

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@seabbs
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seabbs commented Nov 27, 2024

#474 introduced a generic epidist_gen_log_lik which wraps brms functionality and so avoids the needs for manual specification of reparameterisations. Unfortunately, the approach take to do this duplicates calls to the underlying likelihood by the number of samples (i.e if there are 2000 samples each call duplicates cdf calls 2000 times). It is unclear how much of a performance hit this is or if it can be avoided.

@seabbs seabbs added the enhancement New feature or request label Nov 27, 2024
@kgostic kgostic added the high label Jan 15, 2025
@athowes athowes changed the title Rewrite epidist_gen_log_lik to more efficiently wrap brms log_lik Rewrite 'epidist_gen_log_lik' to more efficiently wrap brms 'log_lik' Jan 30, 2025
@athowes athowes changed the title Rewrite 'epidist_gen_log_lik' to more efficiently wrap brms 'log_lik' Rewrite epidist_gen_log_lik to more efficiently wrap brms log_lik Jan 30, 2025
@seabbs
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seabbs commented Feb 19, 2025

I have extensively inspected the prep object and attempted a few approaches. I think without moving to the kind of manual approach taken for #477 this may be very hard. Unless I have a revolution I will implemented the key dists manually (that don't have analytical solutions but the same approach can be used, add docs about more support and close based on that. I think potentially we may want to create a new issue for automating if we do go that path.

@seabbs seabbs removed the high label Feb 26, 2025
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