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Implement Adaptive Approximate Bayesian Computation Tolerance Selection #551

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yannikschaelte opened this issue Mar 7, 2022 · 0 comments
Open

Implement Adaptive Approximate Bayesian Computation Tolerance Selection #551

yannikschaelte opened this issue Mar 7, 2022 · 0 comments
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enhancement

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@yannikschaelte
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Feature description
From the corresponding paper Simola et al. 2021 https://projecteuclid.org/journals/bayesian-analysis/volume-16/issue-2/Adaptive-Approximate-Bayesian-Computation-Tolerance-Selection/10.1214/20-BA1211.full

Motivation/Application
Adaptive quantile selection, with promising results reported in the paper.

Difficulty
Not too difficult, just may require some additional information to be recorded and passed to the Epsilon class.
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@yannikschaelte