Related papers: Arbitrary Marginal Neural Ratio Estimation for Sim…
We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…
This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across…
Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such…
Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…
In applications of Gaussian processes where quantification of uncertainty is a strict requirement, it is necessary to accurately characterize the posterior distribution over Gaussian process covariance parameters. Normally, this is done by…
Bayesian inference methods such as Markov Chain Monte Carlo (MCMC) typically require repeated computations of the likelihood function, but in some scenarios this is infeasible and alternative methods are needed. Simulation-based inference…
In this paper, we develop a Neural Likelihood Estimator and apply it to analyse real gravitational-wave (GW) data for the first time. We assess the usability of neural likelihood for GW parameter estimation and report the parameter space…
Gravitational wave astrophysics relies heavily on the use of matched filtering both to detect signals in noisy data from detectors, and to perform parameter estimation on those signals. Matched filtering relies upon prior knowledge of the…
In recent years, there has been a remarkable development of simulation-based inference (SBI) algorithms, and they have now been applied across a wide range of astrophysical and cosmological analyses. There are a number of key advantages to…
Diffusion magnetic resonance imaging (dMRI) enables non-invasive investigation of tissue microstructure. The Standard Model (SM) of white matter aims to disentangle dMRI signal contributions from intra- and extra-axonal water compartments.…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…
Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…
Estimating the size of hidden populations using Multiple Systems Estimation (MSE) is a critical task in quantitative sociology; however, practical application is often hindered by imperfect administrative data and computational constraints.…
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…
Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization…
Neural Posterior Estimation (NPE) enables rapid parameter inference for complex simulators with intractable likelihoods. NPE trains an inference network to estimate a probability density over parameters given data, typically assumed to be…
This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…
Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…
Non-linear hierarchical models are commonly used in many disciplines. However, inference in the presence of non-nested effects and on large datasets is challenging and computationally burdensome. This paper provides two contributions to…
We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…