Closed matt-graham closed 6 months ago
The Parallel Gaussian Process Surrogate Bayesian Inference with Noisy Likelihood Evaluations approach has been implemented in a new package calibr
. We didn't get as far as applying this package to NESO models in the AQUIFER project timeline but we may revisit this in future if we continue with development of calibr
.
Some initial ideas of additional calibration approaches to try out that use a similar approach to variational Bayesian Monte Carlo (VBMC) of fitting a Gaussian process surrogate to evaluations of the log posterior density / likelihood: