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In this study, we use Rational-Quadratic Neural Spline Flows, a sophisticated parametrization of Normalizing Flows, for inferring posterior probability distributions in scenarios where direct evaluation of the likelihood is challenging at…

Data Analysis, Statistics and Probability · Physics 2024-01-26 Mathias El Baz , Federico Sánchez

I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their…

Machine Learning · Statistics 2019-10-30 George Papamakarios

Likelihood-free inference refers to inference when a likelihood function cannot be explicitly evaluated, which is often the case for models based on simulators. Most of the literature is based on sample-based `Approximate Bayesian…

Machine Learning · Statistics 2018-11-22 Conor Durkan , George Papamakarios , Iain Murray

Likelihood-free inference is concerned with the estimation of the parameters of a non-differentiable stochastic simulator that best reproduce real observations. In the absence of a likelihood function, most of the existing inference methods…

Machine Learning · Statistics 2019-01-03 Arthur Pesah , Antoine Wehenkel , Gilles Louppe

Likelihood-free methods perform parameter inference in stochastic simulator models where evaluating the likelihood is intractable but sampling synthetic data is possible. One class of methods for this likelihood-free problem uses a…

Machine Learning · Statistics 2020-12-21 Conor Durkan , Iain Murray , George Papamakarios

Likelihood-free inference is quickly emerging as a powerful tool to perform fast/effective parameter estimation. We demonstrate a technique of optimizing likelihood-free inference to make it even faster by marginalizing symmetries in a…

Machine Learning · Computer Science 2023-12-14 Deep Chatterjee , Philip C. Harris , Maanas Goel , Malina Desai , Michael W. Coughlin , Erik Katsavounidis

A normalizing flow models a complex probability density as an invertible transformation of a simple base density. Flows based on either coupling or autoregressive transforms both offer exact density evaluation and sampling, but rely on the…

Machine Learning · Statistics 2019-12-03 Conor Durkan , Artur Bekasov , Iain Murray , George Papamakarios

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…

Robotics · Computer Science 2020-05-27 Lucas Barcelos , Rafael Oliveira , Rafael Possas , Lionel Ott , Fabio Ramos

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we…

Computation · Statistics 2023-01-30 Dennis Prangle , Cecilia Viscardi

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

Likelihood-free inference (LFI) has been successfully applied to state-space models, where the likelihood of observations is not available but synthetic observations generated by a black-box simulator can be used for inference instead.…

Machine Learning · Computer Science 2023-02-21 Alexander Aushev , Thong Tran , Henri Pesonen , Andrew Howes , Samuel Kaski

Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable…

Machine Learning · Statistics 2024-05-06 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis

The LIGO and Virgo gravitational-wave observatories have detected many exciting events over the past five years. As the rate of detections grows with detector sensitivity, this poses a growing computational challenge for data analysis. With…

Instrumentation and Methods for Astrophysics · Physics 2020-08-11 Stephen R. Green , Jonathan Gair

We discuss methods to extract neutrino oscillation parameters based on the directly observable quantities, without reconstruction of neutrino energy. The distributions of muon energies and production angles are compared to Monte Carlo…

High Energy Physics - Experiment · Physics 2009-12-02 Jan Sobczyk , Jakub Zmuda

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Bayesian inference without the likelihood evaluation, or likelihood-free inference, has been a key research topic in simulation studies for gaining quantitatively validated simulation models on real-world datasets. As the likelihood…

Methodology · Statistics 2022-11-07 Dongjun Kim , Kyungwoo Song , YoonYeong Kim , Yongjin Shin , Wanmo Kang , Il-Chul Moon , Weonyoung Joo

Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…

Machine Learning · Computer Science 2020-02-17 Reuben Feinman , Nikhil Parthasarathy

High-fidelity simulators that connect theoretical models with observations are indispensable tools in many sciences. When coupled with machine learning, a simulator makes it possible to infer the parameters of a theoretical model directly…

Methodology · Statistics 2023-11-03 Ali Al Kadhim , Harrison B. Prosper , Olivia F. Prosper

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…

Machine Learning · Statistics 2020-09-14 Owen Thomas , Ritabrata Dutta , Jukka Corander , Samuel Kaski , Michael U. Gutmann
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