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NeuralEstimators (version 0.2.0)

NeuralEstimators-package: NeuralEstimators: Likelihood-Free Parameter Estimation using Neural Networks

Description

An 'R' interface to the 'Julia' package 'NeuralEstimators.jl'. The package facilitates the user-friendly development of neural Bayes estimators, which are neural networks that map data to a point summary of the posterior distribution (Sainsbury-Dale et al., 2024, tools:::Rd_expr_doi("10.1080/00031305.2023.2249522")). These estimators are likelihood-free and amortised, in the sense that, once the neural networks are trained on simulated data, inference from observed data can be made in a fraction of the time required by conventional approaches. The package also supports amortised Bayesian or frequentist inference using neural networks that approximate the posterior or likelihood-to-evidence ratio (Zammit-Mangion et al., 2025, Sec. 3.2, 5.2, tools:::Rd_expr_doi("10.48550/arXiv.2404.12484")). The package accommodates any model for which simulation is feasible by allowing users to define models implicitly through simulated data.

Arguments

Author

Maintainer: Matthew Sainsbury-Dale msainsburydale@gmail.com

See Also