An Extendable Python Implementation of Robust Optimization Monte Carlo

Performing inference in statistical models with an intractable likelihood is challenging, therefore, most likelihood-free inference (LFI) methods encounter accuracy and efficiency limitations. In this paper, we present the implementation of the LFI method robust optimization Monte Carlo (ROMC) in t...

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Bibliographic Details
Main Authors: Vasilis Gkolemis, Michael Gutmann, Henri Pesonen
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2024-08-01
Series:Journal of Statistical Software
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/4678
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