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Demo automatic MAP estimation based on proximal operators #119

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brandonwillard opened this issue Mar 22, 2023 · 0 comments
Open

Demo automatic MAP estimation based on proximal operators #119

brandonwillard opened this issue Mar 22, 2023 · 0 comments
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@brandonwillard
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brandonwillard commented Mar 22, 2023

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.)

@brandonwillard brandonwillard added enhancement New feature or request important labels Mar 22, 2023
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