Open MerktSimon opened 3 years ago
What would be the use case? I mean, looks interesting... But what is it for in pyPESTO?
I would guess posterior approximation for sampling.
From profiling? I thought this has been tested at some point.... long ago... And didn't work well?
https://www.groups.ma.tum.de/en/statistics/research/vine-copula-models/packageslibraries/