They both build on this https://rss.onlinelibrary.wiley.com/doi/full/10.1111/rssb.12336 and can be used to compute unbiased estimates of expectations. I don't really think these methods are implemented in any Python library (I don't think it's in Stan either?) and would be a cool show case.
Ideally implement these two different papers
They both build on this https://rss.onlinelibrary.wiley.com/doi/full/10.1111/rssb.12336 and can be used to compute unbiased estimates of expectations. I don't really think these methods are implemented in any Python library (I don't think it's in Stan either?) and would be a cool show case.