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Implement Copula interface/functionality

Open MerktSimon opened this issue 5 years ago • 3 comments

https://www.groups.ma.tum.de/en/statistics/research/vine-copula-models/packageslibraries/

MerktSimon avatar Dec 02 '20 16:12 MerktSimon

What would be the use case? I mean, looks interesting... But what is it for in pyPESTO?

paulstapor avatar Dec 02 '20 20:12 paulstapor

I would guess posterior approximation for sampling.

FFroehlich avatar Dec 02 '20 21:12 FFroehlich

From profiling? I thought this has been tested at some point.... long ago... And didn't work well?

paulstapor avatar Dec 02 '20 21:12 paulstapor