English

DerivKit: stable numerical derivatives bridging Fisher forecasts and MCMC

Instrumentation and Methods for Astrophysics 2026-02-10 v1 Cosmology and Nongalactic Astrophysics Data Analysis, Statistics and Probability

Abstract

DerivKit is a Python package for derivative-based statistical inference. It implements stable numerical differentiation and derivative assembly utilities for Fisher-matrix forecasting and higher-order likelihood approximations in scientific applications, supporting scalar- and vector-valued models including black-box or tabulated functions where automatic differentiation is impractical or unavailable. These derivatives are used to construct Fisher forecasts, Fisher bias estimates, and non-Gaussian likelihood expansions based on the Derivative Approximation for Likelihoods (DALI). By extending derivative-based inference beyond the Gaussian approximation, DerivKit forms a practical bridge between fast Fisher forecasts and more computationally intensive sampling-based methods such as Markov chain Monte Carlo (MCMC).

Keywords

Cite

@article{arxiv.2602.08078,
  title  = {DerivKit: stable numerical derivatives bridging Fisher forecasts and MCMC},
  author = {Nikolina Šarčević and Matthijs van der Wild and Cynthia Trendafilova},
  journal= {arXiv preprint arXiv:2602.08078},
  year   = {2026}
}

Comments

9 pages, 6 figures