PYLFIRE: Python implementation of likelihood-free inference by ratio estimation

J. Kokko, U. Remes, Owen Thomas, H. Pesonen, J. Corander

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Sammanfattning

Likelihood-free inference for simulator-based models is an emerging methodological branch of statistics which has attracted considerable attention in applications across diverse fields such as population genetics, astronomy and economics. Recently, the power of statistical classifiers has been harnessed in likelihood-free inference to obtain either point estimates or even posterior distributions of model parameters. Here we introduce PYLFIRE, an open-source Python implementation of the inference method LFIRE (likelihood-free inference by ratio estimation) that uses penalised logistic regression. PYLFIRE is made available as part of the general ELFI inference software http://elfi.ai to benefit both the user and developer communities for likelihood-free inference. © 2019 Kokko J et al.
Originalspråkengelska
Artikelnummer197
TidskriftWellcome open research
Volym4
Antal sidor13
ISSN2398-502X
DOI
StatusPublicerad - 10 dec 2019
MoE-publikationstypA1 Tidskriftsartikel-refererad

Bibliografisk information

Export Date: 10 February 2021

Correspondence Address: Kokko, J.; Department of Mathematics and Statistics, Finland; email: jan.kokko@helsinki.fi

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