SignatureABC

Code for the following paper (current arXiv version to be updated soon):

Approximate Bayesian Computation with Path Signatures
Dyer, J.; Cannon, P.; Schmon, S. M.
arXiv:2106.12555 (2021)

The main script is located at sabc/abc/run_script.py.

Citation

@article{dyer2021approximate,
  title={{Approximate Bayesian Computation with Path Signatures}},
  author={Dyer, Joel and Cannon, Patrick and Schmon, Sebastian M},
  journal={arXiv preprint arXiv:2106.12555},
  year={2021}
}