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MCMC #2660

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davidt0x opened this issue May 2, 2023 · 0 comments
Open

MCMC #2660

davidt0x opened this issue May 2, 2023 · 0 comments
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feature PEC Parameter Estimation Composition

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davidt0x commented May 2, 2023

Currently, PEC in data fitting mode only supports maximum likelihood estimate (MLE). Ideally, we would be able to do MCMC sampling as well. Some difficulties that we will need to address:

  • Performance issues with likelihood computation from simulation
  • Lack of gradients for likelihoods
@davidt0x davidt0x self-assigned this May 2, 2023
@davidt0x davidt0x added the PEC Parameter Estimation Composition label May 2, 2023
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