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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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Noisy likelihoods #79

Closed Bobby-Huggins closed 2 years ago

Bobby-Huggins commented 2 years ago

Implements robust acquisition functions (AcqFcnVIQR, AcqFcnIMIQR, and AcqFcnNoisy) which allows for noisy evaluations of the log-joint.