Skip to content

Reuse direct reverse mode autodiff specializations for known laplace distributions #3287

@SteveBronder

Description

@SteveBronder

3f310e7 is a commit that has the specialized reverse mode functions for the explicit laplace distributions. for instance the file here that has reverse mode specializations for neg_binomial_2. Right now we use embedded reverse and higher order autodiff to calculate these from the likelihood function. If we need to speedup laplace one of the first places we should look is adding these back.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions