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docs: a how-to-guide for using unconditional flows to detect model misspecification

Open janfb opened this issue 9 months ago • 2 comments

To detect a potential misspecification / out of distribution problem of a real-world x_o, one could train an unconditional flow on the training data x to learn q(x). Given a new x_o one could then evaluate it under q(x) and run common out-of-distribution checks (e.g., permutation tests, or just a cutoff on the log_prob) to detect a model misspecification.

To fix this issue, write a how-to-guide using a simple example.

Depends on #1432

janfb avatar Mar 13 '25 07:03 janfb

PR #1470 implements the unconditional flow training. I would like now to write a simple example to illustrate model misspec. Except if @coschroeder is already doing this?

plcrodrigues avatar Mar 18 '25 11:03 plcrodrigues

here is a simple 2d Gauss example https://github.com/coschroeder/sbi/blob/model_misspecification/sbi/diagnostics/misspecification_toy_example.ipynb

coschroeder avatar Mar 18 '25 11:03 coschroeder

and there is a how-to-guide here: https://sbi.readthedocs.io/en/latest/how_to_guide/18_model_misspecification.html

janfb avatar Nov 21 '25 12:11 janfb