Issue/873 embedded laplace

src/_quarto.yml

@@ -188,6 +188,7 @@ website:
             - reference-manual/pathfinder.qmd
             - reference-manual/variational.qmd
             - reference-manual/laplace.qmd
+            - reference-manual/laplace_embedded.qmd
             - reference-manual/diagnostics.qmd
         - section: "Usage"
           contents:
@@ -237,6 +238,7 @@ website:
         - section: "Additional Distributions"
           contents:
             - functions-reference/hidden_markov_models.qmd
+            - functions-reference/embedded_laplace.qmd
         - section: "Appendix"
           contents:
             - functions-reference/mathematical_functions.qmd

src/bibtex/all.bib

@@ -274,7 +274,7 @@ @article{turing:1936
   volume={58}, number={345-363}, pages={5}, year={1936}
 }
 
-                  
+
 @article{kucukelbir:2015,
   title={Automatic variational inference in Stan}, author={Kucukelbir, Alp and
   Ranganath, Rajesh and Gelman, Andrew and Blei, David}, journal={Advances in
@@ -1273,7 +1273,7 @@ @article{Timonen+etal:2023:ODE-PSIS
   title={An importance sampling approach for reliable and efficient inference in
   {Bayesian} ordinary differential equation models}, author={Timonen, Juho and
   Siccha, Nikolas and Bales, Ben and L{\"a}hdesm{\"a}ki, Harri and Vehtari,
-  Aki}, journal={Stat}, year={2023}, volume = 12, number = 1, pages = {e614} 
+  Aki}, journal={Stat}, year={2023}, volume = 12, number = 1, pages = {e614}
 }
 
 @article{Vehtari+etal:2024:PSIS,
@@ -1320,5 +1320,71 @@ @misc{seyboldt:2024
 @article{lancaster:1965, ISSN = {00029890, 19300972}, URL =
 {http://www.jstor.org/stable/2312989}, author = {H. O. Lancaster}, journal =
 {The American Mathematical Monthly}, number = {1}, pages = {4--12}, publisher =
-{Mathematical Association of America}, title = {The {H}elmert Matrices}, urldate
-= {2025-05-07}, volume = {72}, year = {1965} }
+{Mathematical Association of America}, title = {The {H}elmert Matrices},
+urldate = {2025-05-07}, volume = {72}, year = {1965} }
+
+@article{Margossian:2020,
+               Author = {Margossian, Charles C and Vehtari, Aki and Simpson, Daniel
+                               and Agrawal, Raj},
+               Title = {Hamiltonian Monte Carlo using an adjoint-differentiated Laplace approximation: Bayesian inference for latent Gaussian models and beyond},
+               journal = {Advances in Neural Information Processing Systems},
+               volume = {34},
+               Year = {2020}}
+
+@article{Kuss:2005,
+  author = {Kuss, Malte and Rasmussen, Carl E},
+  title = {Assessing Approximate Inference for Binary {Gaussian} Process Classification},
+  journal = {Journal of Machine Learning Research},
+  volume = {6},
+  pages = {1679 -- 1704},
+  year = {2005}}
+
+@article{Vanhatalo:2010,
+  author        = {Jarno Vanhatalo and Ville Pietil\"{a}inen and Aki Vehtari},
+  title         = {Approximate inference for disease mapping with sparse {Gaussian} processes},
+  journal       = {Statistics in Medicine},
+  year          = {2010},
+  volume        = {29},
+  number        = {15},
+  pages         = {1580--1607}
+}
+
+@article{Cseke:2011,
+  author = {Botond Cseke and  Heskes, Tom},
+  title = {Approximate marginals in latent {Gaussian} models},
+  journal = {Journal of Machine Learning Research},
+  volume = {12},
+  issue = {2},
+  page = {417 -- 454},
+  year = {2011}}
+
+@article{Vehtari:2016,
+  author  = {Aki Vehtari and Tommi Mononen and Ville Tolvanen and Tuomas Sivula and Ole Winther},
+  title   = {Bayesian Leave-One-Out Cross-Validation Approximations for {Gaussian} Latent Variable Models},
+  journal = {Journal of Machine Learning Research},
+  year    = {2016},
+  volume  = {17},
+  number  = {103},
+  pages   = {1--38},
+  url     = {http://jmlr.org/papers/v17/14-540.html}
+}
+
+
+@article{Margossian:2023,
+  author = {Margossian, Charles C},
+  title = {General adjoint-differentiated Laplace approximation},
+  journal = {arXiv:2306.14976 },
+  year = {2023}}
+
+
+  @article{Rue:2009,
+  title={Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations},
+  author={Rue, H{\aa}vard and Martino, Sara and Chopin, Nicolas},
+  journal={Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
+  volume={71},
+  number={2},
+  pages={319--392},
+  year={2009},
+  publisher={Wiley Online Library},
+  doi={10.1111/j.1467-9868.2008.00700.x}
+}

src/functions-reference/_quarto.yml

@@ -72,6 +72,7 @@ book:
     - part: "Additional Distributions"
       chapters:
         - hidden_markov_models.qmd
+        - embedded_laplace.qmd
     - part: "Appendix"
       chapters:
         - mathematical_functions.qmd