The ''CDE-diagnostics'' package provides tools for validating the quality of conditional density estimators in Python. It contains source code for the paper ''Validation of Conditional Density Estimators and Posteriors in Simulation-Based Inference'' (https://arxiv.org/abs/2102.10473).
Author: David Zhao
CDE-diagnostics is available from PyPI; to install use
pip install cde-diagnostics
If you use this code in your research, please cite:
@article{zhao2021validating,
title={Validating Conditional Density Models and Bayesian Inference Algorithms},
author={David Zhao and Niccolò Dalmasso and Rafael Izbicki and Ann B. Lee},
year={2021},
eprint={2102.10473},
archivePrefix={arXiv},
primaryClass={stat.ME}
}