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ELFI - Engine for Likelihood-Free Inference

MA2 model in ELFI

See :doc:`the quickstart <quickstart>` to get started.

ELFI is licensed under BSD3. The source is in GitHub.

Currently implemented LFI methods:

  • ABC rejection sampler
  • Sequential Monte Carlo ABC sampler
  • Bayesian Optimization for Likelihood-Free Inference (BOLFI) framework

ELFI also has the following non LFI methods:

Additionally, ELFI integrates tools for visualization, model comparison, diagnostics and post-processing.

.. toctree::
    :maxdepth: 1
    :caption: Getting started

    installation
    good-to-know
    quickstart
    api
    faq

.. toctree::
    :maxdepth: 1
    :caption: Usage

    usage/tutorial
    usage/parallelization
    usage/BOLFI
    usage/external
    usage/implementing-methods

.. toctree::
    :maxdepth: 1
    :caption: Developer documentation

    developer/architecture
    developer/contributing

Citation

If you wish to cite ELFI, please use the paper in arXiv:

@misc{1708.00707,
Author = {Jarno Lintusaari and Henri Vuollekoski and Antti Kangasrääsiö and Kusti Skytén and Marko Järvenpää and Pekka Marttinen and Michael Gutmann and Aki Vehtari and Jukka Corander and Samuel Kaski},
Title = {ELFI: Engine for Likelihood Free Inference},
Year = {2018},
Eprint = {arXiv:1708.00707},
}