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BOLFI

swMATH ID: 47412
Software Authors:
Description: BOLFI: In practice inference problems often have a complicated and computationally heavy simulator, and one simply cannot run it for millions of times. The Bayesian Optimization for Likelihood-Free Inference BOLFI framework is likely to prove useful in such situation: a statistical model (usually Gaussian process, GP) is created for the discrepancy, and its minimum is inferred with Bayesian optimization. This approach typically reduces the number of required simulator calls by several orders of magnitude.
Homepage: https://elfi.readthedocs.io/en/latest/usage/BOLFI.html
Source Code:  https://github.com/elfi-dev/elfi/blob/dev/docs/usage/BOLFI.rst
Related Software: ELFI
Cited in: 1 Document

Cited in 1 Serial

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