Overview of SBI methods in sbi
mainThe sbi package implements several machine-learning-based methods to address the problem of intractable likelihoods. These methods are categorized by how they learn the relationship between parameters and data:
- Neural Posterior Estimation (NPE): Directly learns the posterior distribution. Includes amortized (
NPE) and sequential (SNPE) versions. - Neural Likelihood Estimation (NLE): Learns the likelihood function. Includes amortized (
NLE) and sequential (SNLE) versions. - Neural Ratio Estimation (NRE): Learns the likelihood ratio. Includes amortized (
NRE) and sequential (SNRE) versions. - Neural Variational Inference (NVI): Includes amortized (
NVI) and sequential (SNVI) versions. - Mixed Neural Likelihood Estimation (MNLE)
Amortized vs. Sequential:
- Amortized methods (e.g.,
NPE) return a posterior that can be applied to many different observations without retraining. - Sequential methods (e.g.,
SNPE) focus the inference on one particular observation to be more simulation-efficient.