English
Related papers

Related papers: Recurrent machines for likelihood-free inference

200 papers

Lack of performance when it comes to continual learning over non-stationary distributions of data remains a major challenge in scaling neural network learning to more human realistic settings. In this work we propose a new conceptualization…

Machine Learning · Computer Science 2019-05-06 Matthew Riemer , Ignacio Cases , Robert Ajemian , Miao Liu , Irina Rish , Yuhai Tu , Gerald Tesauro

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

Computation · Statistics 2022-09-07 David J. Warne , Thomas P. Prescott , Ruth E. Baker , Matthew J. Simpson

The use of standard statistical methods, such as maximum likelihood, is often justified based on their asymptotic properties. For suitably regular models, this theory is standard but, when the model is non-regular, e.g., the support depends…

Methodology · Statistics 2016-08-25 Ryan Martin , Yi Lin

Our predictions for particle physics processes are realized in a chain of complex simulators. They allow us to generate high-fidelity simulated data, but they are not well-suited for inference on the theory parameters with observed data. We…

High Energy Physics - Phenomenology · Physics 2020-11-03 Johann Brehmer , Kyle Cranmer

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

The utility of learning a dynamics/world model of the environment in reinforcement learning has been shown in a many ways. When using neural networks, however, these models suffer catastrophic forgetting when learned in a lifelong or…

Machine Learning · Computer Science 2019-06-12 Nicholas Ketz , Soheil Kolouri , Praveen Pilly

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

We study the benefit of modern simulation-based inference to constrain particle interactions at the LHC. We explore ways to incorporate known physics structures into likelihood estimation, specifically morphing-aware estimation and…

High Energy Physics - Phenomenology · Physics 2025-10-01 Henning Bahl , Victor Bresó , Giovanni De Crescenzo , Tilman Plehn

Estimating the impact of systematic uncertainties in particle physics experiments is challenging, especially since the detector response is unknown analytically in most situations and needs to be estimated through Monte Carlo (MC)…

High Energy Physics - Experiment · Physics 2023-07-28 Leander Fischer , Richard Naab , Alexandra Trettin

We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data…

Machine Learning · Statistics 2019-01-23 George Papamakarios , David C. Sterratt , Iain Murray

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…

Machine Learning · Statistics 2019-05-21 Jan-Matthis Lueckmann , Giacomo Bassetto , Theofanis Karaletsos , Jakob H. Macke

The parameters of a machine learning model are typically learned by minimizing a loss function on a set of training data. However, this can come with the risk of overtraining; in order for the model to generalize well, it is of great…

Machine Learning · Statistics 2024-05-13 Neil Dey , Jonathan P. Williams

Continual learning, the setting where a learning agent is faced with a never ending stream of data, continues to be a great challenge for modern machine learning systems. In particular the online or "single-pass through the data" setting…

Machine Learning · Computer Science 2019-10-31 Rahaf Aljundi , Lucas Caccia , Eugene Belilovsky , Massimo Caccia , Min Lin , Laurent Charlin , Tinne Tuytelaars

Likelihood-free inference for simulator-based statistical models has developed rapidly from its infancy to a useful tool for practitioners. However, models with more than a handful of parameters still generally remain a challenge for the…

Combining model-based and model-free learning systems has been shown to improve the sample efficiency of learning to perform complex robotic tasks. However, dual-system approaches fail to consider the reliability of the learned model when…

Machine Learning · Computer Science 2020-11-03 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

In recursive linear models, the multivariate normal joint distribution of all variables exhibits a dependence structure induced by a recursive (or acyclic) system of linear structural equations. These linear models have a long tradition and…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Michael Eichler , Thomas S. Richardson

Likelihood-free methods are useful for parameter estimation of complex models with intractable likelihood functions for which it is easy to simulate data. Such models are prevalent in many disciplines including genetics, biology, ecology…

Methodology · Statistics 2022-03-29 Christopher Drovandi , David T Frazier

Simulation models of complex dynamics in the natural and social sciences commonly lack a tractable likelihood function, rendering traditional likelihood-based statistical inference impossible. Recent advances in machine learning have…

Machine Learning · Statistics 2022-02-24 Joel Dyer , Patrick Cannon , Sebastian M Schmon

Lifelong learning requires models that can continuously learn from sequential streams of data without suffering catastrophic forgetting due to shifts in data distributions. Deep learning models have thrived in the non-sequential learning…

Computation and Language · Computer Science 2021-07-27 Nithin Holla , Pushkar Mishra , Helen Yannakoudakis , Ekaterina Shutova