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Stan Math Library
5.1.0
Automatic Differentiation
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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} |