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tlienart / thox

[done] phd thesis @ oxford stats
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BIS with linear complexity - not consistent #7

Closed tlienart closed 7 years ago

tlienart commented 7 years ago

SAPB, Taghevi and Fearnhead's linear algorithms are not consistent. In order to be consistent, the algorithm must be quadratic to compute the corresponding weights. Is this discussed anywhere?

Try to see explicitly with Arnaud whether can be discussed.

tlienart commented 7 years ago

Best is probably to avoid making any strong claim of consistency and going more for the EPBP approach where you try to have stuff that make sense...

tlienart commented 7 years ago

^ probably best since also normalised importance sampling is potentially biased meaning that the whole thing is biased anyway.