Skip to content

Demo automatic MAP estimation based on proximal operators #119

@brandonwillard

Description

@brandonwillard

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.)

Metadata

Metadata

Assignees

No one assigned

    Labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions