Bayes Factor analysis and feature importance ranking as part of evaluation

HarrisonWilde / Foundations-of-Bayesian-Learning-from-Synthetic-Data

Code to support the AISTATS 2021 proceedings paper by Harrison Wilde, Jack Jewson, Sebastian Vollmer and Chris Holmes.

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Open HarrisonWilde opened 4 years ago

HarrisonWilde commented 4 years ago

https://www.stat.washington.edu/raftery/Research/PDF/kass1995.pdf for an estimator that isn't consistent using posterior predictive

https://arxiv.org/pdf/1703.05984.pdf Bridge sampling would be ideal but package only available in Julia