Data depth inference with python
This readme will guide you through the use of the code in this repository. The code in this repository is for nonparametric prior-free and likelihood-free posterior inference. We named this method: Inference with consonant structures via data peeling As the name suggests, this method construct consonant confidence structures directly from data using a procedure name data peeling. When to use this code? The probability distribution of the data-generating mechanism, $P_{X}$ is multivariate (d>2) The distribution family (e.g. lognormal) of $P_{X}$ […]
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