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Inference in log-linear models scales linearly in the size of output space in the worst-case. This is often a bottleneck in natural language processing and computer vision tasks when the output space is feasibly enumerable but very large.…
Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…
Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…
Negative binomial regression is commonly employed to analyze overdispersed count data. With small to moderate sample sizes, the maximum likelihood estimator of the dispersion parameter may be subject to a significant bias, that in turn…
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…
We propose a machine learning-based approach for parameter estimation of Massive Black Hole Binaries (MBHBs), leveraging normalizing flows to approximate the likelihood function. By training these flows on simulated data, we can generate…
Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…
We present a parameter estimation framework for gravitational wave (GW) signals that brings together several ideas to accelerate the inference process. First, we use the relative binning algorithm to evaluate the signal-to-noise-ratio…
Simulation-based Bayesian inference (SBI) can be used to estimate the parameters of complex mechanistic models given observed model outputs without requiring access to explicit likelihood evaluations. A prime example for the application of…
Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…
The determination of the physical parameters of gravitational wave events is a fundamental pillar in the analysis of the signals observed by the current ground-based interferometers. Typically, this is done using Bayesian inference…
We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…
We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…
We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…
This is a brief report on time-domain numerical simulations of extreme-mass-ratio binaries based on finite element methods. We discuss a new technique for solving the perturbative equations describing a point-like object orbiting a…
In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…
To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…
We present an algorithm based on artificial neural networks (ANNs), that estimates the mass ratio in a binary black hole collision out of given Gravitational Wave (GW) strains. In this analysis, the ANN is trained with a sample of GW…
We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…
Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…