DerivKit: stable numerical derivatives bridging Fisher forecasts and MCMC

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Authors: N. Šarčević, Matthijs van der Wild, Cynthia Trendafilova
Cited by: 0

Abstract

DerivKit is a Python package for derivative-based statistical inference. It implements stable numerical differentiation and derivative assembly utilities for Fisher-matrix forecasting and higher-order likelihood approximations in scientific applications, supporting scalar- and vector-valued models including black-box or tabulated functions where automatic differentiation is impractical or unavailable. These derivatives are used to construct Fisher forecasts, Fisher bias estimates, and non-Gaussian likelihood expansions based on the Derivative Approximation for Likelihoods (DALI). By extending derivative-based inference beyond the Gaussian approximation, DerivKit forms a practical bridge between fast Fisher forecasts and more computationally intensive sampling-based methods such as Markov chain Monte Carlo (MCMC).

Fields of Study & Subjects

Computational Physics and Python Applications Markov Chains and Monte Carlo Methods Cosmology and Gravitation Theories

Publication details

Journal / source
arXiv (Cornell University)
Publication date
8 February 2026
Language
EN
Document type
Preprint