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`SimulationBasedInference.jl` aims to bring together a variety of different methods for *simulation-based inference*, i.e. statistical inference with simulator-like models, in the Julia programming language.

Please note that this package is currently under construction and is not yet ready for general use!
Please note that this package is still very much under construction and things may break or change without prior notice.

If you would like to use this package in your work, please let us know by creating an issue on GitHub or sending an email to [brian.groenke@awi.de](mailto:brian.groenke@awi.de).

## Introduction
Simulator-type models are ubiquitous in science and engineering.
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p(\boldsymbol{\theta} | \mathbf{y}) = \frac{p(\mathbf{y}|\boldsymbol{\theta})p(\boldsymbol{\theta})}{p(\mathbf{y})}
$$

The **posterior distribution** $p(\boldsymbol{\boldsymbol{\theta}} | \mathbf{y})$ represents our **best estimate** (with uncertainty) of the unknown parameters $\boldsymbol{\theta}$ after observing $\mathbf{y}$.
The **posterior distribution** $p(\boldsymbol{\boldsymbol{\theta}} | \mathbf{y})$ represents our best estimate (with uncertainty) of the unknown parameters $\boldsymbol{\theta}$ after observing $\mathbf{y}$.

## Simulation-based inference

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is a dynamical model or physics-based *simulator* mapping from parameters to noisy ($\epsilon$) observations.

There are two fundamental challenges with this problem:
1. The model $\mathcal{M}$ is almost always *non-linear* and, in the case of dynamical models, *intractable* (i.e. we cannot write down the analytical solution a priori).
1. The forward model $\mathcal{M}$ is very often **nonlinear** and, in the case of dynamical models, **intractable** (i.e. we cannot write down the solution in analytical form).
2. Evaluating the forward map $\mathcal{M}(\boldsymbol{\theta})$ is usually non-trivial, i.e. **computationally expensive** or at least inconvenient.

Thus, classical statistical methods that rely on either analytical or numerical methods to derive the posterior distribution are generally difficult (or impossible) to apply.
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