swyft 0.3.1.post0

Truncated Marginal Neural Ratio Estimation with an inhomogeneous poisson point process cache.

swyft is the official implementation of Truncated Marginal Neural Ratio Estimation (TMNRE), a hyper-efficient, simulation-based inference technique for complex data and expensive simulators.

• Documentation & installation: https://swyft.readthedocs.io/en/latest/

• Example usage: https://swyft.readthedocs.io/en/latest/tutorial-notebooks.html

• Source code: https://github.com/undark-lab/swyft

• Support & discussion: https://github.com/undark-lab/swyft/discussions

• Bug reports: https://github.com/undark-lab/swyft/issues

• Contributing: https://swyft.readthedocs.io/en/latest/contributing-link.html

• Citation: https://swyft.readthedocs.io/en/latest/citation.html

swyft:

• estimates likelihood-to-evidence ratios for arbitrary marginal posteriors; they typically require fewer simulations than the corresponding joint.

• performs targeted inference by prior truncation, combining simulation efficiency with empirical testability.

• seamless reuses simulations drawn from previous analyses, even with different priors.

• integrates dask and zarr to make complex simulation easy.

swyft is designed to solve the Bayesian inverse problem when the user has access to a simulator that stochastically maps parameters to observational data. In scientific settings, a cost-benefit analysis often favors approximating the posterior marginality; swyft provides this functionality. The package additionally implements our prior truncation technique, routines to empirically test results by estimating the expected coverage, and a dask simulator manager with zarr storage to simplify use with complex simulators.

Related

• tmnre is the implementation of the paper Truncated Marginal Neural Ratio Estimation.

• v0.1.2 is the implementation of the paper Simulation-efficient marginal posterior estimation with swyft: stop wasting your precious time.

• sbi is a collection of simulation-based inference methods. Unlike swyft, the repository does not include truncation nor marginal estimation of posteriors.