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Archive of posts tagged EM

Three informal case studies: (1) Monte Carlo EM, (2) a new approach to C++ matrix autodiff with closures, (3) C++ serialization via parameter packs

Andrew suggested I cross-post these from the Stan forums to his blog, so here goes. Maximum marginal likelihood and posterior approximations with Monte Carlo expectation maximization: I unpack the goal of max marginal likelihood and approximate Bayes with MMAP and Laplace approximations. I then go through the basic EM algorithm (with a traditional analytic example […]