PyVBMC: Efficient Bayesian inference in Python
Bobby Huggins, Chengkun Li, Marlon Tobaben, Mikko J. Aarnos, Luigi Acerbi · The Journal of Open Source Software · 2023
PyVBMC is a Python implementation of the Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference for black-box computational models (Acerbi, 2018(Acerbi, , 2020)).VBMC is an approximate inference method designed for efficient parameter estimation and model assessment when model evaluations are mildly-to-very expensive (e.g., a second or more) and/or noisy.Specifically, VBMC computes: