Importance Weighted Moment Matching

TuringLang / ParetoSmooth.jl

An implementation of PSIS algorithms in Julia.

http://turinglang.org/ParetoSmooth.jl/

MIT License

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Open ParadaCarleton opened 3 years ago

ParadaCarleton commented 3 years ago

A plan to add importance-weighted moment matching, as described in #10 .