$ pip install -r requirements.txt
The implementation provides a simple interface that allows inference in a single line of code.
from inference.neb import McBiasedEstimator, McUnbiasedEstimator, ElboEstimator, IwEstimator
# Define your data, likelihood function, source model, ...
estimator = McBiasedEstimator()
estimator.infer(observations, source_model, optimizer, log_likelihood_fct)The source code for the different estimators was written to be self-contained in a single file for a quick and easy understanding.
If you make use of this code in your work, please cite our paper:
@misc{vandegar2020neural,
title={Neural Empirical Bayes: Source Distribution Estimation and its Applications to Simulation-Based Inference},
author={Maxime Vandegar and Michael Kagan and Antoine Wehenkel and Gilles Louppe},
year={2020},
}