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NeuralEstimators: Likelihood-Free Parameter Estimation using Neural Networks

An 'R' interface to the 'Julia' package 'NeuralEstimators.jl'. The package facilitates the user-friendly development of neural point estimators, which are neural networks that map data to a point summary of the posterior distribution. These estimators are likelihood-free and amortised, in the sense that, after an initial setup cost, inference from observed data can be made in a fraction of the time required by conventional approaches; see Sainsbury-Dale, Zammit-Mangion, and Huser (2024) <doi:10.1080/00031305.2023.2249522> for further details and an accessible introduction. The package also enables the construction of neural networks that approximate the likelihood-to-evidence ratio in an amortised manner, allowing one to perform inference based on the likelihood function or the entire posterior distribution; see Zammit-Mangion, Sainsbury-Dale, and Huser (2024, Sec. 5.2) <doi:10.48550/arXiv.2404.12484>, and the references therein. The package accommodates any model for which simulation is feasible by allowing the user to implicitly define their model through simulated data.

Version: 0.1.1
Imports: JuliaConnectoR, magrittr
Suggests: dplyr, ggplot2, ggplotify, ggpubr, gridExtra, knitr, rmarkdown, markdown, R.rsp, testthat (≥ 3.0.0)
Published: 2024-11-03
DOI: 10.32614/CRAN.package.NeuralEstimators
Author: Matthew Sainsbury-Dale [aut, cre]
Maintainer: Matthew Sainsbury-Dale <msainsburydale at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
SystemRequirements: Julia (>= 1.9)
Citation: NeuralEstimators citation info
Materials: README
CRAN checks: NeuralEstimators results

Documentation:

Reference manual: NeuralEstimators.pdf
Vignettes: Introduction to NeuralEstimators (source)
NeuralEstimators with Incomplete Gridded Data (source)

Downloads:

Package source: NeuralEstimators_0.1.1.tar.gz
Windows binaries: r-devel: NeuralEstimators_0.1.1.zip, r-release: NeuralEstimators_0.1.1.zip, r-oldrel: NeuralEstimators_0.1.1.zip
macOS binaries: r-release (arm64): NeuralEstimators_0.1.1.tgz, r-oldrel (arm64): NeuralEstimators_0.1.1.tgz, r-release (x86_64): NeuralEstimators_0.1.1.tgz, r-oldrel (x86_64): NeuralEstimators_0.1.1.tgz
Old sources: NeuralEstimators archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.