New software for sample-efficient Bayesian inference

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Hi all, posting this as I think it might be of interest to (some) Stan users or developers.

  • My group just released a new Python package (PyVBMC) for sample-efficient Bayesian inference, i.e. inference with a small number of likelihood evaluations: PyVBMC docs
  • The method runs out of the box, and we included extensive documentations and tutorials for easy accessibility: Examples — PyVBMC
  • We have a tl;dr preprint: [2303.09519] PyVBMC: Efficient Bayesian inference in Python
  • Relevant papers were published at NeurIPS in 2018 and 2020
  • More details on a Twitter or Mastodon thread
  • We are very interested in building interfaces between our method and other probabilistic programming languages, or methods for model visualization (e.g., ArviZ).

Please get in touch in this thread, on Twitter or via email (luigi.acerbi@helsinki.fi) if you have any questions or comments!
Thanks again for your time, and apologies for the spam.

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