PyVBMC: Efficient Bayesian inference in Python
نویسندگان
چکیده
PyVBMC is a Python implementation of the Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference black-box computational models (Acerbi, 2018, 2020). VBMC an approximate method designed efficient parameter estimation assessment when evaluations are mildly-to-very expensive (e.g., second or more) and/or noisy. Specifically, computes: - flexible (non-Gaussian) distribution parameters, from which statistics samples can be easily extracted; approximation evidence marginal likelihood, metric used selection. applied to any statistical with up roughly 10-15 continuous only requirement that user provide function computes target log likelihood model, thereof estimate obtained via simulation methods). particularly effective takes more than about per evaluation, dramatic speed-ups 1-2 orders magnitude compared traditional methods. Extensive benchmarks on both artificial test problems large number real sciences, cognitive neuroscience, show generally often vastly outperforms alternative methods sample-efficient inference, applicable exact simulator-based 2019, brings this state-of-the-art Python, along easy-to-use Pythonic interface running manipulating visualizing its results.
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ژورنال
عنوان ژورنال: Journal of open source software
سال: 2023
ISSN: ['2475-9066']
DOI: https://doi.org/10.21105/joss.05428