Related papers: Pseudo-Likelihood Inference
In this paper we propose a new sampling-free approach to solve Bayesian model inversion problems that is an extension of the previously proposed spectral likelihood expansions (SLE) method. Our approach, called stochastic spectral…
Stochastic planning can be reduced to probabilistic inference in large discrete graphical models, but hardness of inference requires approximation schemes to be used. In this paper we argue that such applications can be disentangled along…
Likelihood-free inference (LFI) methods, such as approximate Bayesian computation, have become commonplace for conducting inference in complex models. Many approaches are based on summary statistics or discrepancies derived from synthetic…
Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…
Bayesian statistical inference loses predictive optimality when generative models are misspecified. Working within an existing coherent loss-based generalisation of Bayesian inference, we show existing Modular/Cut-model inference is…
Inverse Ising inference allows pairwise interactions of complex binary systems to be reconstructed from empirical correlations. Typical estimators used for this inference, such as Pseudo-likelihood maximization (PLM), are biased. Using the…
Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…
Bayesian inference for spatial point patterns is often hindered computationally by intractable likelihoods. In the frequentist literature, estimating equations utilizing pseudolikelihoods have long been used for simulation-free parameter…
The formalism of Bayesian model selection provides a very elegant way of ranking different physical models in terms of how compatible they are with a given set of observed data. However, its practical application is often hampered by the…
We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…
We develop a Bayesian inference method for discretely-observed stochastic differential equations (SDEs). Inference is challenging for most SDEs, due to the analytical intractability of the likelihood function. Nevertheless, forward…
Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…
A pseudo independent (PI) model is a probabilistic domain model (PDM) where proper subsets of a set of collectively dependent variables display marginal independence. PI models cannot be learned correctly by many algorithms that rely on a…
Bayesian synthetic likelihood (BSL) is now an established method for conducting approximate Bayesian inference in models where, due to the intractability of the likelihood function, exact Bayesian approaches are either infeasible or…
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…
Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…
This paper proposes a semi-sequential probabilistic model (SSP) that applies an additional short term memory to enhance the performance of the probabilistic indoor localization. The conventional probabilistic methods normally treat the…
Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…
Deep learning has revolutionized the last decade, being at the forefront of extraordinary advances in a wide range of tasks including computer vision, natural language processing, and reinforcement learning, to name but a few. However, it…
In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…