# Why swyft?¶

## Overview¶

With swyft our goal is to provide a general, flexible, reliable and practical tool for solving hard Bayesian parameter inference problems in physics and astronomy. swyft uses a specific flavor of simulation-based neural inference techniques called Truncated Marginal Neural Ratio Estimation , that offers multiple advantages over established Markov Chain based methods, or other simulation-based neural approaches. It is based on the technique presented in Hermans et al. .

• swyft directly estimates marginal posteriors, which typically requires far less simulation runs than estimating the full joint posterior.

• swyft uses a simulation store that make re-use of simulations, even with different priors, efficient and seamless.

• swyft performs targeted inference by prior truncation, which combines the simulation efficiency of existing sequential methods with the testability of amortized methods.

## Details¶

### Marginal posterior estimation¶

swyft can directly estimate marginal posteriors for parameters of interest $$\boldsymbol{\vartheta}$$, given some observation $$\mathbf{x}$$. These are formally obtained by integrating over all remaining nuisance parameters $$\boldsymbol{\eta}$$,

$p(\boldsymbol{\vartheta}|\mathbf{x}) = \frac{\int d\boldsymbol{\eta}\, p(\mathbf{x}|\boldsymbol{\vartheta}, \boldsymbol{\eta}) p(\boldsymbol{\eta}, \boldsymbol{\vartheta})} {p(\mathbf{x})}\;.$

Here, $$p(\mathbf{x}|\boldsymbol{\vartheta}, \boldsymbol{\eta})$$ is an abritrary forward model that includes both the physics and detector simulator, $$p(\boldsymbol{\vartheta}, \boldsymbol{\eta})$$ is the joint prior, and $$p(\mathbf{x})$$ is the Bayesian evidence.

### Nuisance parameters¶

In the context of likelihood-based inference, nuisance parameters are an integration problem. Given the likelihood density $$p(\mathbf{x}|\boldsymbol{\vartheta}, \boldsymbol{\eta})$$ for a particular observation $$\mathbf{x}$$, one attempts to solve the above integral over $$\boldsymbol{\eta}$$, e.g. through sampling based methods. This becomes increasingly challenging if the number of nuisance parameters grows.

In the context of likelihood-free inference, nuisance parameters are noise. Posteriors are estimated based on a large number of training samples $$\mathbf{x}, \boldsymbol{\vartheta}\sim p(\mathbf{x}|\boldsymbol{\vartheta}, \boldsymbol{\eta})p(\boldsymbol{\vartheta}, \boldsymbol{\eta})$$, no matter the dimension of the nuisance parameter space. For a given $$\boldsymbol{\vartheta}$$, more nuisance parameters just increase the variance of $$\mathbf{x}$$ (which oddly enough can make the inference problem simpler rather than more difficult).

### Simulation re-use¶

Likelihood-based techniques often use Markov chains, which require a simulation for every link in the chain. Due to the properties of Markov chains, it is not possible to utilize those simulations again for further analysis. That effort has been lost.

Likelihood-free inference can be based on simulations that sample the (constrained) prior. Reusing these simulations is allowed, we don’t have to worry about breaking the Markov chain.

### High precision through targeted inference¶

Likelihood-based techniques are highly precise by focusing simulator runs on parameter space regions that are consistent with a particular observation.

Likelihood-free inference techniques can be less precise when there are too few simulations in parameter regions that matter most.

### Learned features¶

swyft uses neural likelihood estimation. The package works out-of-the-box for low-dimensional data. Tackling complex and/or high-dimensional data (e.g., high-resolution images or spectra, combination of multiple data sets) is possible through providing custom feature extractor networks in pytorch.

[HBL20]

Joeri Hermans, Volodimir Begy, and Gilles Louppe. Likelihood-free mcmc with amortized approximate ratio estimators. In International Conference on Machine Learning, 4239–4248. PMLR, 2020.

Benjamin Kurt Miller, Alex Cole, Patrick Forré, Gilles Louppe, and Christoph Weniger. Truncated marginal neural ratio estimation. Advances in Neural Information Processing Systems, 2021.

[MCLW20]

Benjamin Kurt Miller, Alex Cole, Gilles Louppe, and Christoph Weniger. Simulation-efficient marginal posterior estimation with swyft: stop wasting your precious time. Machine Learning and the Physical Sciences: Workshop at the 34th Conference on Neural Information Processing Systems (NeurIPS), 2020.