@@ -17,16 +17,19 @@ has the advantage of setting its own stepsize.
1717
1818## General configuration
1919
20- All of the optimizers have the option of including the
21- the log absolute Jacobian determinant of inverse parameter transforms
22- in the log probability computation.
23- Without the Jacobian adjustment, optimization
24- returns the maximum likelihood estimate (MLE),
25- $\mathrm{argmax}_ {\theta}\ p(y | \theta)$,
26- the value which maximizes the likelihood of the data given the parameters.
27- Applying the Jacobian adjustment produces the maximum a posteriori estimate (MAP),
28- that maximizes the value of the posterior density in the unconstrained space,
29- $\mathrm{argmax}_ {\theta}\ p(y | \theta)\, p(\theta)$.
20+ All of the optimizers have the option of including the the log
21+ absolute Jacobian determinant of inverse parameter transforms in the
22+ log probability computation. If the Jacobian adjustment is not
23+ included (the default), the optimization returns parameter values that
24+ correspond to a mode of the target in the constrained space (if such
25+ mode exists). Thus this option is useful for any optimization where we
26+ want to find the mode in the original constrained parameter space. If
27+ the Jacobian adjustment is included, the optimization returns
28+ parameter values that correspond to a mode in the unconstrained
29+ space. This is useful, for example, if we want to make a
30+ distributional approximation of the posterior at the mode (see,
31+ Laplace sampling, as then Jacobian adjustment needs to be included for
32+ correct results.
3033
3134All of the optimizers are iterative and allow the maximum number of
3235iterations to be specified; the default maximum number of iterations
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