Add Importance Ratio as diagnostic for checking accuracy of normal approximation to posterior

Open JohannesPfeifer opened this issue 8 years ago • 2 comments

See e.g. Slide 32 of http://apps.eui.eu/Personal/Canova/Teachingmaterial/bayes_dsge_eui2012.pdf

Sep 14 '17 14:09 JohannesPfeifer