BayesFlow: Amortized Bayesian Workflows With Neural Networks
Abstract
Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows are the approximation of intractable posterior distributions for diverse model types and the comparison of competing models of the same process in terms of their complexity and predictive performance. This manuscript introduces the Python library BayesFlow for simulation-based training of established neural network architectures for amortized data compression and inference. Amortized Bayesian inference, as implemented in BayesFlow, enables users to train custom neural networks on model simulations and re-use these networks for any subsequent application of the models. Since the trained networks can perform inference almost instantaneously, the upfront neural network training is quickly amortized.
Cite
@article{arxiv.2306.16015,
title = {BayesFlow: Amortized Bayesian Workflows With Neural Networks},
author = {Stefan T Radev and Marvin Schmitt and Lukas Schumacher and Lasse Elsemüller and Valentin Pratz and Yannik Schälte and Ullrich Köthe and Paul-Christian Bürkner},
journal= {arXiv preprint arXiv:2306.16015},
year = {2023}
}