integration of features from mnonnenm/delfi fork

mackelab / delfi

Density estimation likelihood-free inference. No longer actively developed see https://github.com/mackelab/sbi instead

http://www.mackelab.org/delfi

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Closed mnonnenm closed 6 years ago

mnonnenm commented 6 years ago

tranformed Normal distributions (log-, logit- standard normals and combiations)
simulation-based calibration right from simulated data (for SNPE-A/CDELFI, integration to SNPE-B tbd)
simple rejection-kernel Generator (to e.g. automatically reject NaNs in stats)
low-rank posterior covariances (greatly simplifies task if number of parameters is large)
minor edits on existing code