Related papers: Fast Posterior Probability Sampling with Normalizi…
Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and…
Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…
We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling. This approach allows for the efficient inference of theoretical parameters in high-dimensional…
Gravity inversion is a commonly applied data analysis technique in the field of geophysics. While machine learning methods have previously been explored for the problem of gravity inversion, these are deterministic approaches returning a…
Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed…
Normalizing flows are a promising tool for modeling probability distributions in physical systems. While state-of-the-art flows accurately approximate distributions and energies, applications in physics additionally require smooth energies…
We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient…
The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…
Subject of this paper is the simplification of Markov chain Monte Carlo sampling as used in Bayesian statistical inference by means of normalising flows, a machine learning method which is able to construct an invertible and differentiable…
Normalizing flows are objects used for modeling complicated probability density functions, and have attracted considerable interest in recent years. Many flexible families of normalizing flows have been developed. However, the focus to date…
In the past few years, deep generative models, such as generative adversarial networks \autocite{GAN}, variational autoencoders \autocite{vaepaper}, and their variants, have seen wide adoption for the task of modelling complex data…
Normalizing flows have emerged as an important family of deep neural networks for modelling complex probability distributions. In this note, we revisit their coupling and autoregressive transformation layers as probabilistic graphical…
Systems biology relies on mathematical models that often involve complex and intractable likelihood functions, posing challenges for efficient inference and model selection. Generative models, such as normalizing flows, have shown…
A simulation is useful when the phenomenon of interest is either expensive to regenerate or irreproducible with the same context. Recently, Bayesian inference on the distribution of the simulation input parameter has been implemented…
In the gravitational-wave analysis of pulsar-timing-array datasets, parameter estimation is usually performed using Markov Chain Monte Carlo methods to explore posterior probability densities. We introduce an alternative procedure that…
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…
Normalizing flows are an established approach for modelling complex probability densities through invertible transformations from a base distribution. However, the accuracy with which the target distribution can be captured by the…
Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…
We revisit empirical Bayes in the absence of a tractable likelihood function, as is typical in scientific domains relying on computer simulations. We investigate how the empirical Bayesian can make use of neural density estimators first to…
Stokes inversion techniques are very powerful methods for obtaining information on the thermodynamic and magnetic properties of solar and stellar atmospheres. In recent years, very sophisticated inversion codes have been developed that are…