I’m looking for some case studies comparing accuracy of HMC, variational inference, and marginal maximum likelihood for hierarchical regression models. I found this interesting paper which compares stan vs lme4 for mixed effects models. If anyone has found something out there that also looks at var…

Any case studies comparing HMC, VI, and Marginal Maximum Likelihood?

ColinMcAuliffe January 14, 2018, 2:57pm 3

Cool! I’ll check it out thanks.

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