Title: ELFI: Engine for Likelihood-Free Inference,
Abstract: Engine for Likelihood-Free Inference (ELFI) is a Python software library for
performing likelihood-free inference (LFI). ELFI provides a convenient syntax
for arranging components in LFI, such as priors, simulators, summaries or
distances, to a network called ELFI graph. The components can be implemented in
a wide variety of languages. The stand-alone ELFI graph can be used with any of
the available inference methods without modifications. A central method
implemented in ELFI is Bayesian Optimization for Likelihood-Free Inference
(BOLFI), which has recently been shown to accelerate likelihood-free inference
up to several orders of magnitude by surrogate-modelling the distance. ELFI
also has an inbuilt support for output data storing for reuse and analysis, and
supports parallelization of computation from multiple cores up to a cluster
environment. ELFI is designed to be extensible and provides interfaces for
widening its functionality. This makes the adding of new inference methods to
ELFI straightforward and automatically compatible with the inbuilt features.