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What does this implement/fix? Explain your changes
Implement hNPE, from this paper: https://arxiv.org/abs/2102.06477
This PR adds:
hierachical_simulator
decorator to wrap simulator and generate simulation with extra observations.HIerarchicalDensityEstimator
which factorizes the posterior and chains two flows to estimate global and local parametershelper to build a flow from
factory`.This PR also add an example of use case for this method.
Any relevant code examples, logs, error output, etc?
From the example:$x = \theta_1 \theta_2$ , we get ill defined posterior:

$\theta_2$ , we get:

Without hierarchical observation, with a model
With 10 extra observation which shares the same
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