Tensor-train Bayesian inference: compile a black-box posterior into a tensor train
Project description
ttbayes
Tensor-train Bayesian inference — compile a black-box Bayesian posterior into a tensor-train (TT) representation, with gravitational-wave parameter estimation as the first application.
Status: name placeholder.
0.0.1reserves the name on PyPI. None of the API below is implemented yet — do not install this expecting a working library. Development follows the checkpoint plan inplan.md.
What it will do
Given a black-box batched log-likelihood and a separable prior over continuous bounded parameters, approximate the square root of the unnormalized posterior with a tensor train:
$$\sqrt{\pi(\theta)} \approx \Psi_{\mathrm{TT}}(\theta), \qquad \widehat{\pi}{\mathrm{TT}}(\theta) = \Psi{\mathrm{TT}}(\theta)^2$$
Squaring keeps the approximate posterior nonnegative by construction. Building the TT with tempered TT-cross in physically informed (Fisher-whitened) coordinates is intended to reduce both the TT ranks and the number of expensive likelihood evaluations needed to reconstruct the posterior.
Once compiled, the TT posterior supports evaluation, log-evidence estimation, 1-D and 2-D marginals, moments, and approximate sampling — with an optional independence Metropolis–Hastings correction that restores the exact target.
Intended usage
import ttbayes as ttb
model = ttb.BlackBoxModel(
parameter_names=("chirp_mass", "mass_ratio", "luminosity_distance", "cos_inclination"),
log_likelihood=log_likelihood,
log_prior=log_prior,
)
posterior = ttb.compile(
model=model,
domain={
"chirp_mass": (28.0, 32.0, 64),
"mass_ratio": (0.4, 1.0, 64),
"luminosity_distance": (100.0, 1000.0, 64),
"cos_inclination": (-1.0, 1.0, 64),
},
transform="fisher",
positivity="square_root",
tempering=[0.1, 0.25, 0.5, 0.75, 1.0],
tolerance=1e-4,
max_rank=32,
)
print(posterior.log_evidence())
samples = posterior.sample_corrected(model=model, n=10_000, method="independence_mh")
Installation
pip install ttbayes # core: numpy, torch, tntorch
pip install "ttbayes[bilby]" # + bilby, dynesty for the GW adapter
pip install -e ".[dev]" # development
Requires Python 3.11+.
Scope
The first prototype is deliberately limited to continuous bounded parameters,
tensor-product grids, black-box batched log-likelihoods, separable priors, and a
tntorch TT-cross backend. Bilby is an optional adapter; Dynesty through Bilby
is the reference sampler.
The public API is kept independent of tntorch — tntorch.Tensor is not
exposed.
License
MIT
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