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Simulation-based inference in JAX

Project description

sbijax

status ci version

Simulation-based inference in JAX

About

SbiJAX implements several algorithms for simulation-based inference using JAX, Haiku and BlackJAX.

SbiJAX so far implements

  • Rejection ABC (RejectionABC),
  • Sequential Monte Carlo ABC (SMCABC),
  • Sequential Neural Likelihood Estimation (SNL)
  • Surjective Sequential Neural Likelihood Estimation (SSNL)
  • Sequential Neural Posterior Estimation C (short SNP)

Examples

You can find several self-contained examples on how to use the algorithms in examples.

Usage

Installation

Make sure to have a working JAX installation. Depending whether you want to use CPU/GPU/TPU, please follow these instructions.

To install from PyPI, just call the following on the command line:

pip install sbijax

To install the latest GitHub , use:

pip install git+https://github.com/dirmeier/sbijax@<RELEASE>

Author

Simon Dirmeier sfyrbnd @ pm me

Project details


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