sbi reloaded: a toolkit for simulation-based inference workflows
Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI) addresses this by enabling Bayesian inference for simulators, id...
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Zusammenfassung: | Scientists and engineers use simulators to model empirically observed
phenomena. However, tuning the parameters of a simulator to ensure its outputs
match observed data presents a significant challenge. Simulation-based
inference (SBI) addresses this by enabling Bayesian inference for simulators,
identifying parameters that match observed data and align with prior knowledge.
Unlike traditional Bayesian inference, SBI only needs access to simulations
from the model and does not require evaluations of the likelihood-function. In
addition, SBI algorithms do not require gradients through the simulator, allow
for massive parallelization of simulations, and can perform inference for
different observations without further simulations or training, thereby
amortizing inference. Over the past years, we have developed, maintained, and
extended $\texttt{sbi}$, a PyTorch-based package that implements Bayesian SBI
algorithms based on neural networks. The $\texttt{sbi}$ toolkit implements a
wide range of inference methods, neural network architectures, sampling
methods, and diagnostic tools. In addition, it provides well-tested default
settings but also offers flexibility to fully customize every step of the
simulation-based inference workflow. Taken together, the $\texttt{sbi}$ toolkit
enables scientists and engineers to apply state-of-the-art SBI methods to
black-box simulators, opening up new possibilities for aligning simulations
with empirically observed data. |
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DOI: | 10.48550/arxiv.2411.17337 |