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1 | 1 | """ |
2 | | -This module provides functions for performing hypothesis testing using the Maximum Mean Discrepancy (MMD) metric. |
3 | | -
|
4 | | -[1] M. Schmitt, P.-C. Bürkner, U. Köthe, and S. T. Radev, "Detecting model misspecification in amortized Bayesian |
5 | | -inference with neural networks," arXiv e-prints, Dec. 2021, Art. no. arXiv:2112.08866., https://arxiv.org/abs/2112.08866 |
| 2 | +This module provides functions for computing distances between observation samples and reference samples with distance |
| 3 | +distributions within the reference samples for hypothesis testing. |
6 | 4 |
|
7 | 5 | Functions: |
8 | 6 | ---------- |
9 | | -- compute_mmd_hypothesis_test_from_summaries: |
10 | | - Computes the MMD between observed and reference summaries and generates a null distribution of MMD values |
11 | | - for hypothesis testing. |
12 | | -
|
13 | | -- compute_mmd_hypothesis_test: |
14 | | - Computes the MMD between observed and reference data using an approximator to extract summary statistics, |
15 | | - and generates a null distribution of MMD values for hypothesis testing. |
| 7 | +- bootstrap_comparison: Computes distance between observed and reference samples and generates a distribution of null |
| 8 | + sample distances by bootstrapping for hypothesis testing. |
| 9 | +- mmd_comparison_from_summaries: Computes the Maximum Mean Discrepancy (MMD) between observed and reference summaries |
| 10 | + and generates a distribution of MMD values under the null hypothesis to assess model misspecification. |
| 11 | +- mmd_comparison: Computes the Maximum Mean Discrepancy (MMD) between observed and reference data and generates a |
| 12 | + distribution of MMD values under the null hypothesis to assess model misspecification. |
16 | 13 |
|
17 | 14 | Dependencies: |
18 | 15 | ------------- |
19 | 16 | - numpy: For numerical operations. |
| 17 | +- keras.ops: For converting data to numpy and tensor formats. |
| 18 | +- bayesflow.networks: Provides the `SummaryNetwork` class for extracting summary statistics. |
20 | 19 | - bayesflow.approximators: Provides the `Approximator` class for extracting summary statistics. |
21 | 20 | - bayesflow.metrics: Provides the `maximum_mean_discrepancy` function for computing the MMD. |
22 | 21 | """ |
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