Open jonathanishhorowicz opened 5 years ago
Rather than setting the threshold beforehand it is possible to evaluate distances (via simulation or emulation) using a fixed number of particles.
The threshold is then chosen to be a quantile of the empirical distribution of the distances across all these particles.
E.g. if we simulate N=10^6 particles we could select a threshold that would accept 1% of them.
Rather than setting the threshold beforehand it is possible to evaluate distances (via simulation or emulation) using a fixed number of particles.
The threshold is then chosen to be a quantile of the empirical distribution of the distances across all these particles.
E.g. if we simulate N=10^6 particles we could select a threshold that would accept 1% of them.