Sequential inference abstractions
Project description
Overview
seqinf is a Python library for performing sequential simulation-based
inference. It aims to complement the popular sbi package by providing
top-level abstractions that enable running methods like SNPE/SNLE/etc without
additional boilerplate. It also provides additional inference diagnostics and
support for Bayesian NDEs and active methods (e.g., ASNPE).
Install
Installation is available through PyPI:
pip install seqinf
Dependencies
Note the version clash between sbibm's requirement for sbi, and the latest
sbi. This can more or less be ignored, and if this presents an issue when
installing locally, just make sure to install sbi after sbibm.
Citing this package
Although seqinf is intended for general pipelines, it was principally written
to wrap ASNPE. If you use this library in your work, please cite the
following:
@misc{griesemer2024activesequentialposteriorestimation,
title={Active Sequential Posterior Estimation for Sample-Efficient Simulation-Based Inference},
author={Sam Griesemer and Defu Cao and Zijun Cui and Carolina Osorio and Yan Liu},
year={2024},
eprint={2412.05590},
archivePrefix={arXiv},
primaryClass={cs.LG},
url={https://arxiv.org/abs/2412.05590},
}
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