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stan::math::laplace_options Struct Reference

Detailed Description

Options for the laplace sampler.

Definition at line 29 of file laplace_marginal_density.hpp.

#include <laplace_marginal_density.hpp>

Public Attributes

int hessian_block_size {1}
 
int solver {1}
 Which Newton solver to use: (B matrix in equation 1 of https://arxiv.org/pdf/2306.14976) (1) method using the cholesky decomposition of W (the negative Hessian of log likelihood) (2) method using the cholesky decomposition of K (the covariance matrix) (3) method using an LU decomposition (more general, but slower)
 
int max_steps_line_search {0}
 
double tolerance {1e-6}
 
int max_num_steps {100}
 

The documentation for this struct was generated from the following file: