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Implement `l-c2st` (local validation without reference samples)

Open JuliaLinhart opened this issue 1 year ago • 0 comments

General Goal:

Implementation for the l-c2st method from L-C2ST: Local Diagnostics for Posterior Approximations in Simulation-Based Inference.

The existing metrics (c2st, mmd, etc.) are implemented in the utils/metrics.py file. They require reference posterior samples.

We will implement l-c2st in the diagnostics/ folder (see PR for issue #1006) and add plot functions and other diagnostic utilities in the analysis folder.

Additional comments:

  • A tutorial would also be great.

  • This could be an opportunity to integrate the metrics from the benchmarking repo sbibm in this toolbox and to add others (thinking about MMD, RMSE, posterior contraction/information gain).

JuliaLinhart avatar Mar 18 '24 15:03 JuliaLinhart