Neural Approximate Sufficient Statistics

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Official codes for paper "Neural Approximate Sufficient Statistics for Implict Models", ICLR 21 spotlight, 2010.10079

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Package dependencies

• Python 3
• Pytorch
• Matplotlib

Summary statistics

at /nn

• Mean as statistics (MSN.py)
• Infomax statistics (ISN.py)
• Score-matching statistics (SSN.py)

Neural density estimators

at /nde

• Mixture Density Network (MDN.py)
• Maksed Autoregressive Flow (MAF.py)

Likelihood-free algorithms

at /algorithms

• Sequential Monte Carlo ABC (SMC_ABC.py)
• Sequential Monte Carlo ABC with s.s (SMC2_ABC.py)
• Sequential Neural Likelihood (SNL_ABC.py)
• Sequential Neural Likelihood with s.s (SNL2_ABC.py)

Inference problems

at /problems

• Ising Model
• Gaussian copula Model
• Ornstein-Uhlenbeck process