swyft
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make ensemble predictions simple, in an effort to produce more conservative posterior approimations
This paper by Gilles and co, Averting A Crisis In Simulation-Based Inference, advocates using ensembles to combat non-conservative posterior estimates.
I think it makes sense to allow for simple ensemble averaging of predictions in swyft.
- Is parallel training of estimators in the same network enough?
- Could this be achieved with MC dropout?
I think a bagging approach would likely be best.