998 abc methods for trial based data using statistical distances

[theogruner]

What does this implement/fix? Explain your changes

Adding an approximation of the squared 2-Wasserstein distance based on Sinkhorn iterations as an additional statistical distance to the available metrics. Furthermore, extending MCABC and SMCABC to allow conditioning on multiple observations using statistical distances.

Does this close any currently open issues?

Fixes #998

Checklist

• I have read and understood the contribution
  guidelines
• I agree with re-licensing my contribution from AGPLv3 to Apache-2.0.
• I have commented my code, particularly in hard-to-understand areas
• I have added tests that prove my fix is effective or that my feature works
• I have reported how long the new tests run and potentially marked them
  with pytest.mark.slow.
• New and existing unit tests pass locally with my changes
• I performed linting and formatting as described in the contribution
  guidelines
• I rebased on main (or there are no conflicts with main)

[janfb]

Thanks a lot, this is great!
Added a couple of comments.

[janfb]

Great, thanks for the edits!

I added some last comments, once those addressed, the PR can be merged 🎉

[janfb]

Ping @theogruner 🙂 We are so close to merging here.

[janfb]

Ping @theogruner will you have time to finish this soon?
Please let me know if not, so that we can go ahead for the release - thanks 🙏

[codecov]

Codecov Report

Attention: Patch coverage is 17.41935% with 128 lines in your changes are missing coverage. Please review.

Project coverage is 72.94%. Comparing base (1b268b8) to head (ea43224).

Additional details and impacted files

@@             Coverage Diff             @@
##             main    #1104       +/-   ##
===========================================
- Coverage   83.08%   72.94%   -10.14%     
===========================================
  Files          92       93        +1     
  Lines        7259     7371      +112     
===========================================
- Hits         6031     5377      -654     
- Misses       1228     1994      +766     

Flag	Coverage Δ
unittests	72.94% <17.41%> (-10.14%)	⬇️

Flags with carried forward coverage won't be shown. Click here to find out more.

Files	Coverage Δ
sbi/inference/abc/abc_base.py	34.14% <66.66%> (-59.41%)	⬇️
sbi/inference/abc/mcabc.py	14.51% <0.00%> (-67.63%)	⬇️
sbi/inference/abc/smcabc.py	11.30% <4.76%> (-69.81%)	⬇️
sbi/inference/abc/distances.py	28.33% <28.33%> (ø)
sbi/utils/metrics.py	38.98% <11.29%> (-17.12%)	⬇️

... and 19 files with indirect coverage changes

[theogruner]

Hi,
I'm really sorry for the huge delay in my response and for prolonging the release, especially given the minimal changes required.
I have now made the necessary updates and hope everything can be merged now :)
Best, Theo

[janfb]

Great, looks good now! Thanks a lot for adding these features 👏