17. Going Further

These are not currently part of the course, but I would love to dive into them eventually!

Variational inference

https://www.pymc.io/projects/docs/en/stable/api/vi.html

https://arxiv.org/abs/1603.00788

Particle-based methods

Thanks to Rob McAdam, a student in the Fall 2021 class, for the tip!

https://arxiv.org/abs/2107.10731

https://arxiv.org/abs/1608.04471

Integrated Nested Laplace Approximation (INLA)

Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA