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Implement Adaptive Approximate Bayesian Computation Tolerance Selection

Open yannikschaelte opened this issue 3 years ago • 0 comments

Feature description From the corresponding paper Simola et al. 2021 https://projecteuclid.org/journals/bayesian-analysis/volume-16/issue-2/Adaptive-Approximate-Bayesian-Computation-Tolerance-Selection/10.1214/20-BA1211.full

Motivation/Application Adaptive quantile selection, with promising results reported in the paper.

Difficulty Not too difficult, just may require some additional information to be recorded and passed to the Epsilon class.

yannikschaelte avatar Mar 07 '22 10:03 yannikschaelte