ELFI: Engine for Likelihood-Free Inference

Engine for Likelihood-Free Inference (ELFI) is a Python software library for performinglikelihood-free inference (LFI). ELFI provides a convenient syntax for arranging componentsin LFI, such as priors, simulators, summaries or distances, to a network called ELFI graph.The components can be implemented in a wide variety of languages. The stand-alone ELFIgraph can be used with any of the available inference methods without modifications. Acentral method implemented in ELFI is Bayesian Optimization for Likelihood-Free Inference(BOLFI), which has recently been shown to accelerate likelihood-free inference up to severalorders of magnitude by surrogate-modelling the distance. ELFI also has an inbuilt supportfor output data storing for reuse and analysis, and supports parallelization of computationfrom multiple cores up to a cluster environment. ELFI is designed to be extensible andprovides interfaces for widening its functionality. This makes the adding of new inferencemethods to ELFI straightforward and automatically compatible with the inbuilt features.