Related papers: Optimizing Likelihood-free Inference using Self-su…
Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…
Likelihood based-learning of graphical models faces challenges of computational-complexity and robustness to model mis-specification. This paper studies methods that fit parameters directly to maximize a measure of the accuracy of predicted…
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…
We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…
In this paper we show how nuisance parameter marginalized posteriors can be inferred directly from simulations in a likelihood-free setting, without having to jointly infer the higher-dimensional interesting and nuisance parameter posterior…
Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. However, common likelihood-free methods do not scale well to…
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…
State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…
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…
Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from…
We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…
Many application areas rely on models that can be readily simulated but lack a closed-form likelihood, or an accurate approximation under arbitrary parameter values. Existing parameter estimation approaches in this setting are generally…
We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account.…
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…
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…
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,…
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…
In machine learning, likelihood-free inference refers to the task of performing an analysis driven by data instead of an analytical expression. We discuss the application of Neural Spline Flows, a neural density estimation algorithm, to the…
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…
Based on the manifold hypothesis, real-world data often lie on a low-dimensional manifold, while normalizing flows as a likelihood-based generative model are incapable of finding this manifold due to their structural constraints. So, one…