Proxgamma
Proxgamma is a term that sometimes appears in discussions related to Bayesian statistics and computational methods for approximating posterior distributions. It refers to a specific type of approximation algorithm. While not a universally standard or formal term with a single, widely accepted definition, it generally implies a proximal gradient-based approach used within a Monte Carlo or variational inference framework.
The core idea behind proximal methods is to efficiently handle objective functions that are sums of two
In the context of Bayesian inference, the posterior distribution is often the target of approximation. When