Initial commit

requirements.txt

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+numpy==1.26.2
+scipy==1.11.4

sample_statistics_inference.ipynb

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+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "id": "a2b3d037-222d-4d71-aa2f-2ffce8b91e1b",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import numpy as np\n",
+    "import scipy as sp\n",
+    "import scipy.stats as spstats\n",
+    "import scipy.optimize as spopt"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "id": "78044315-112d-4735-b06f-d9af3ab7c189",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def generate_grid(sigma_s, sigma_b, mu_tot, grid_size=[60, 60]):\n",
+    "    grid = (\n",
+    "        mu_tot\n",
+    "      + (np.random.normal(size=grid_size[0]) * sigma_s)[:, np.newaxis]\n",
+    "      + (np.random.normal(size=grid_size[1]) * sigma_b)[np.newaxis, :]\n",
+    "      + np.random.normal(size=grid_size)\n",
+    "    )\n",
+    "    grid = 1 * (grid > 0)\n",
+    "    return grid"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "id": "7d093a51-a668-4c2d-a9cc-b900008073d3",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def grid_statistics(grid):\n",
+    "    return np.array([\n",
+    "        grid.var(axis=0, ddof=1).mean(),\n",
+    "        grid.var(axis=1, ddof=1).mean(),\n",
+    "        grid.mean()\n",
+    "    ])"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "id": "118dfb52-d8ca-427f-8997-be5b511860a4",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def integrate(f, domain=[-20, 20], num_samples=10_000):\n",
+    "    xs = np.linspace(*domain, num_samples)\n",
+    "    ys = f(xs)\n",
+    "    dx = (domain[1] - domain[0]) / num_samples\n",
+    "    return (ys * dx).sum()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 5,
+   "id": "c155a99e-889a-40ee-9645-367c33bcef29",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def expected_variance(sigma, mu):\n",
+    "    integrand = lambda x: spstats.norm.cdf(x) * (1 - spstats.norm.cdf(x)) * spstats.norm.pdf((x - mu) / sigma) / sigma\n",
+    "    return integrate(integrand)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "id": "4e602070-c219-449e-b846-891752d09aa7",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def L(parameters, sample_statistics):\n",
+    "    sigma_s, sigma_b, mu_tot = parameters\n",
+    "\n",
+    "    expected_var_row = expected_variance(sigma=sigma_b / np.sqrt(1 + sigma_s ** 2), mu=mu_tot / np.sqrt(1 + sigma_s ** 2))\n",
+    "    expected_var_column = expected_variance(sigma=sigma_s / np.sqrt(1 + sigma_b ** 2), mu=mu_tot / np.sqrt(1 + sigma_b ** 2))\n",
+    "    expected_mean_tot = spstats.norm.cdf(mu_tot / np.sqrt(1 + sigma_s ** 2 + sigma_b ** 2))\n",
+    "\n",
+    "    sample_var_row, sample_var_column, sample_mean_tot = sample_statistics\n",
+    "    \n",
+    "    return np.log(\n",
+    "        (np.array([\n",
+    "            expected_var_row - sample_var_row,\n",
+    "            expected_var_column - sample_var_column,\n",
+    "            expected_mean_tot - sample_mean_tot,\n",
+    "        ]) ** 2.).sum()\n",
+    "    )"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 7,
+   "id": "7a487055-7055-4908-8a8d-e25d25e809bf",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "grid = generate_grid(sigma_s=2.4, sigma_b=0.6, mu_tot=-1.5)\n",
+    "sample_statistics = grid_statistics(grid)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 8,
+   "id": "dc811186-f0bd-43ba-ac6c-0847b84f9ba1",
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "array([ 2.29071775,  0.57796239, -1.57644119])"
+      ]
+     },
+     "execution_count": 8,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "inferred_parameters = spopt.minimize(\n",
+    "    lambda parameters: L(parameters, sample_statistics),\n",
+    "    x0=np.ones(3)\n",
+    ").x\n",
+    "\n",
+    "inferred_parameters"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.10.12"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}