numpyro-inferutils 0.1.1

Utility functions for extracting log-probabilities, parameter transforms, and Fisher information from NumPyro models.

numpyro-inferutils

Small utility functions for inference with NumPyro models.

This package provides lightweight helpers for:

• extracting log-prior and log-likelihood from NumPyro models,
• working with constrained / unconstrained parameter spaces,
• computing Fisher information matrices from NumPyro models with independent Gaussian likelihoods.

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Installation

pip install numpyro-inferutils

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Quick examples

Log-prior and log-likelihood

from numpyro_inferutils import build_logprob_functions

logprior, loglik = build_logprob_functions(model)

theta = {
    "x": 0.0,
    "y": 1.2,
}

lp = logprior(theta)
ll = loglik(theta)

• logprior(theta) sums log-probabilities from non-observed sample sites.
• loglik(theta) sums log-probabilities from observed sample sites.
• Contributions added via numpyro.factor are treated as part of the log-likelihood.

---

Constrained ↔ unconstrained parameters

from numpyro_inferutils.transforms import to_unconstrained_dict

params_constrained = {"sigma": 2.0}
params_unconstrained = to_unconstrained_dict(
    model,
    params_constrained,
    keys=["sigma"],
)

This inspects the model’s sample-site supports and applies the appropriate inverse transforms using

biject_to(site["fn"].support)

---

Seeding and substituting parameters

from jax import random
from numpyro_inferutils.transforms import seed_and_substitute

rng_key = random.PRNGKey(0)

model_sub = seed_and_substitute(
    model,
    params_dict={"sigma": 0.5},
    param_space="unconstrained",
    rng_key=rng_key,
)

• If param_space="unconstrained", parameters are interpreted as living in unconstrained space and mapped to constrained space using NumPyro’s internal unconstraining reparameterization.
• If param_space="constrained", values are substituted directly.

---

Fisher information (independent Gaussian likelihood)

from numpyro_inferutils.fisher import information_from_model_independent_normal

info = information_from_model_independent_normal(
    model=model,
    pdic={"w": 1.0, "b": 0.0},
    mu_name="mu",
    observed=y_obs,
    keys=["w", "b"],
    sigma_sd=sigma,
)

F = info["fisher"]

The Fisher matrix is approximated as

F ≈ Jᵀ J,

where J_ij = ∂r_i / ∂θ_j and

r = (y − μ(θ)) / σ.

Both constrained and unconstrained parameterizations are supported.

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License

MIT License.