Neural Approximate Sufficient Statistics
Official codes for paper "Neural Approximate Sufficient Statistics for Implict Models", ICLR 21 spotlight, 2010.10079
Package dependencies
- Python 3
- Pytorch
- Matplotlib
Summary statistics
at /nn
- Mean as statistics (MSN.py)
- Infomax statistics (ISN.py)
- Score-matching statistics (SSN.py)
Neural density estimators
at /nde
- Mixture Density Network (MDN.py)
- Maksed Autoregressive Flow (MAF.py)
Likelihood-free algorithms
at /algorithms
- Sequential Monte Carlo ABC (SMC_ABC.py)
- Sequential Monte Carlo ABC with s.s (SMC2_ABC.py)
- Sequential Neural Likelihood (SNL_ABC.py)
- Sequential Neural Likelihood with s.s (SNL2_ABC.py)
Inference problems
at /problems
- Ising Model
- Gaussian copula Model
- Ornstein-Uhlenbeck process