Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Improving ABC methods for trial-based data using statistical distances #998

Open
theogruner opened this issue Mar 18, 2024 · 1 comment · May be fixed by #1104
Open

Improving ABC methods for trial-based data using statistical distances #998

theogruner opened this issue Mar 18, 2024 · 1 comment · May be fixed by #1104
Labels
enhancement New feature or request hackathon

Comments

@theogruner
Copy link
Contributor

The sbi library offers a wide range of utilities for neural inference methods, yet progress on the ABC side has been stagnant. Utilizing statistical distances across multiple observations in ABC has considerably improved ABC methods [1].

To add competitive ABC baselines, I would suggest to add sample-based approximations of the maximum-mean discrepancy [2] and the 2-Wasserstein distance [3].

If you deem the extension relevant to the sbi package, I would be happy implementing these changes.

[1] Bernton, E., Jacob, P. E., Gerber, M., & Robert, C. P. (2019). Approximate Bayesian computation with the Wasserstein distance. Journal of the Royal Statistical Society Series B: Statistical Methodology.

[2] Gretton, A., Borgwardt, K. M., Rasch, M. J., Schölkopf, B., & Smola, A. (2012). A kernel two-sample test. The Journal of Machine Learning Research.

[3] Peyré, G., & Cuturi, M. (2019). Computational optimal transport: With applications to data science. Foundations and Trends® in Machine Learning.

@theogruner theogruner added enhancement New feature or request hackathon labels Mar 18, 2024
@janfb
Copy link
Contributor

janfb commented Mar 18, 2024

Yes, it would be great to have these methods in SBI 👍

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request hackathon
Projects
None yet
Development

Successfully merging a pull request may close this issue.

2 participants