Implement expected calibration error mentioned in Duvanauds paper as an evaluation metric

franciscovargas / ControlledFollmerDrift

Controlled Follmer Drift Implementation for Blackbox Approximate Bayesian Inference

MIT License

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Implement expected calibration error mentioned in Duvanauds paper as an evaluation metric #5

Open franciscovargas opened 3 years ago

franciscovargas commented 3 years ago

If time allowing the VarGrad estimator in Niks paper https://arxiv.org/pdf/2005.05409.pdf might be worth implementing although I think stick the landing should be good enough.

Look at results table here https://arxiv.org/pdf/2102.06559.pdf .