π NAUTILUS: boosting Bayesian importance nested sampling with deep learning
A novel approach to boost the efficiency of the importance nested sampling (INS) technique for Bayesian posterior and evidence estimation using deep learning.
Nautilus - ΡΡΠΎ ΠΏΡΠΎΠ΅ΠΊΡ ΠΎΡ MIT Π½Π° Python Π΄Π»Ρ ΠΎΡΠ΅Π½ΠΊΠΈ Π±Π°ΠΉΠ΅ΡΠΎΠ²ΡΠΊΠΎΠΉ Π°ΠΏΠΎΡΡΠ΅ΡΠΈΠΎΡΠ½ΠΎΠΉ Π²Π΅ΡΠΎΡΡΠ½ΠΎΡΡΠΈ. Nautilus ΠΎΠ±Π»Π°Π΄Π°Π΅Ρ Π²ΡΡΠΎΠΊΠΎΠΉ ΡΠΎΡΠ½ΠΎΡΡΡΡ, Β ΠΏΠΎ ΡΡΠ°Π²Π½Π΅Π½ΠΈΡ Ρ ΡΡΠ°Π΄ΠΈΡΠΈΠΎΠ½Π½ΡΠΌΠΈ ΠΌΠ΅ΡΠΎΠ΄Π°ΠΌΠΈ ΠΎΡΠ΅Π½ΠΊΠΈ ΠΠ‘ΠΠ‘ ΠΈ Nested Sampling.
ΠΡΠΈΠΌΠ΅Ρ:
pip install nautilus-sampler
import corner
import numpy as np
from nautilus import Prior, Sampler
from scipy.stats import multivariate_normal
prior = Prior()
for key in 'abc':
prior.add_parameter(key)
def likelihood(param_dict):
x = [param_dict[key] for key in 'abc']
return multivariate_normal.logpdf(x, mean=[0.4, 0.5, 0.6], cov=0.01)
sampler = Sampler(prior, likelihood)
sampler.run(verbose=True)
points, log_w, log_l = sampler.posterior()
corner.corner(points, weights=np.exp(log_w), labels='abc')
π₯ Github: https://github.com/johannesulf/nautilus
βοΈ Docs: https://nautilus-sampler.readthedocs.io/
π Paper: https://arxiv.org/abs/2306.16923v1
ai_machinelearning_big_data