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Newton solver to find the mode of the Gaussian (for INLA) #342

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theorashid opened this issue May 15, 2024 · 1 comment
Open

Newton solver to find the mode of the Gaussian (for INLA) #342

theorashid opened this issue May 15, 2024 · 1 comment

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@theorashid
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Part of INLA roadmap #340.

We want to do the Laplace approximation around $\mu$. We need to find it first.

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@theorashid theorashid mentioned this issue May 15, 2024
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@theorashid theorashid mentioned this issue May 26, 2024
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@theorashid theorashid mentioned this issue Aug 19, 2024
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@jessegrabowski jessegrabowski mentioned this issue Jan 31, 2025
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@ColtAllen
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ColtAllen commented Jun 6, 2025 •
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Specific optimizers used in the referenced implementations:

jax implementation

scipy.optimize.newton

GPy implementation (maybe somewhere in here)

scipy.optimize.fixed_point

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@ColtAllen @theorashid