Illustrated in Figure 9 in this review article by Lintusaari et al means we can use rejected particles in the posterior with some simple post processing.
The basic approach is to fit a model (linear regression) that predicts the summary statistic from the parameters and use it to project rejected particles into the accepted region.
Illustrated in Figure 9 in this review article by Lintusaari et al means we can use rejected particles in the posterior with some simple post processing.
The basic approach is to fit a model (linear regression) that predicts the summary statistic from the parameters and use it to project rejected particles into the accepted region.