ICB-DCM / pyABC

distributed, likelihood-free inference
https://pyabc.rtfd.io
BSD 3-Clause "New" or "Revised" License
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Implement Adaptive Approximate Bayesian Computation Tolerance Selection #551

Open yannikschaelte opened 2 years ago

yannikschaelte commented 2 years ago

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.