athowes/naomi-aghq

Scale up the number of grid points

Closed this issue · 2 comments

  • Test how much longer AGHQ hyperparameter quadrature takes as a function of number of grid points
  • Test how much longer a given Laplace marginal takes as a function of number of grid points
  • Test whether accuracy of latent field Laplace approximations increases
  • Test whether accuracy of mixture of Gaussians increases
#' Notes on sparse grid sizes and time taken:
#' * k = 2 and ndConstruction = "sparse" is 49 points, and takes ~45 minutes
#' * k = 3 and ndConstruction = "sparse" it's 1225 points, and takes ~10 hours (on a cluster)

The scaling up part is done now!