Comments (3)
Hi,
Thanks for pointing out an error in the documentation! In our current implementation, the schedule
is not a list of quantiles, but a list of thresholds. I hope this explains your experience better.
In SMC-ABC, a population (+ noise) does indeed act as a prior distribution for the next population. Please see e.g. Lintusaari et al., 2016 for an explanation of the algorithm.
A progress bar or some kind of counter is planned.
from elfi.
Thank you!
Is there a way to define a schedule of quantiles? There are obvious difficulties with specifying thresholds for some problems.
from elfi.
At the moment, no. You can run rejection sampling for a while with a given (typically unusually large) quantile to get an idea of a good threshold for the first population, and then decrease it more and more for the next populations.
from elfi.
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from elfi.