acerbilab / pyvbmc

PyVBMC: Variational Bayesian Monte Carlo algorithm for posterior and model inference in Python
https://acerbilab.github.io/pyvbmc/
BSD 3-Clause "New" or "Revised" License
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feat: implementation of active uncertainty sampling and some minor fixes #30

Closed pipme closed 2 years ago

pipme commented 2 years ago

Active uncertainty sampling functionality of activesample_vbmc.m is ported. Some unused parts and timer are currently left unimplemented. Might need a better way for testing active_sample.py alone? Currently I am just using Example 1: Basic usage in vbmc_example.m as in branch vbmc_example_1.