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seqbed

A Python package to perform sequential Bayesian experimental design for implicit models via mutual information, as in https://arxiv.org/abs/2003.09379.

Installation

Create and activate a virtual environment, then pip install the package. For example, with conda:

conda create -n env python=3.6
conda activate env

Then to install the package, change directory to the root of the package and:

pip install .
conda install -c conda-forge glmnet
conda install scikit-learn=0.21

Unfortunately, glmnet is currently importing a deprecated module of scikit-learn, which is why an older version of scikit-learn needs to be installed.

About

Code for the paper "Sequential Bayesian Experimental Design for Implicit Models via Mutual Information", Bayesian Analysis 2021, https://arxiv.org/abs/2003.09379.

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