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Add Bayesian bootstrap #392

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timmens opened this issue Oct 22, 2022 · 0 comments
Open

Add Bayesian bootstrap #392

timmens opened this issue Oct 22, 2022 · 0 comments
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enhancement New feature or request

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@timmens
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timmens commented Oct 22, 2022

What would you like to enhance and why? Is it related to an issue/problem?

Currently, estimagic only supports the standard bootstrap. The Bayesian bootstrap (Rubin, 1980) provides an alternative with good theoretical properties in both a Bayesian and frequentist world. A good summary is given in this Twitter thread.

Describe the solution you'd like

Translate this R script to Python and integrate the functionality into the bootstrap function. Possibly use a bayesian=True flag or a type="bayesian" argument.
@timmens timmens added the enhancement New feature or request label Oct 22, 2022
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