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SGVB PSD Estimator

This repository contains the code for the papers

Documentation is available at https://nz-gravity.github.io/sgvb_psd/

Inference modes

Version 2.0.0 keeps the original non-eigenbasis joint SGVB method as the default and adds joint and factorized eigenbasis methods.

from sgvb_psd.psd_estimator import PSDEstimator

# Original joint SGVB with the blocked Whittle likelihood (default)
legacy = PSDEstimator(x=data)

# Joint SGVB with the blocked eigenbasis likelihood
eigen_joint = PSDEstimator(
    x=data,
    use_eigenbasis=True,
    posterior_mode="joint",
)

# Factorized (componentwise) SGVB with the blocked eigenbasis likelihood
eigen_factorized = PSDEstimator(
    x=data,
    use_eigenbasis=True,
    posterior_mode="factorized",
)

Development

Install in editable mode with dev dependencies

pip install -e ".[dev]"
pre-commit install

Ensure unit tests are passing locally and on the CI!

pytest tests/

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