Related papers: An implementation of neural simulation-based infer…
Numerical models based on physics represent the state-of-the-art in earth system modeling and comprise our best tools for generating insights and predictions. Despite rapid growth in computational power, the perceived need for higher model…
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
We present a novel hybrid strategy based on machine learning to improve curvature estimation in the level-set method. The proposed inference system couples enhanced neural networks with standard numerical schemes to compute curvature more…
The interpretation of observations of atomic and molecular tracers in the galactic and extragalactic interstellar medium (ISM) requires comparisons with state-of-the-art astrophysical models to infer some physical conditions. Usually, ISM…
Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…
The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…
Machine-learning techniques have become fundamental in high-energy physics and, for new physics searches, it is crucial to know their performance in terms of experimental sensitivity, understood as the statistical significance of 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.…
Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data…
Probabilistic graphical models are powerful tools which allow us to formalise our knowledge about the world and reason about its inherent uncertainty. There exist a considerable number of methods for performing inference in probabilistic…
When the sample path of a Hawkes process is observed discretely, such that only the total event counts in disjoint time intervals are known, the likelihood function becomes intractable. To overcome the challenge of likelihood-based…
Inspired by the concept of active learning, we propose active inference$\unicode{x2013}$a methodology for statistical inference with machine-learning-assisted data collection. Assuming a budget on the number of labels that can be collected,…
How many simulations do we need to train machine learning methods to extract information available from summary statistics of the cosmological density field? Neural methods have shown the potential to extract non-linear information…
Neural networks are powerful predictive models, but they provide little insight into the nature of relationships between predictors and outcomes. Although numerous methods have been proposed to quantify the relative contributions of input…
Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…
A new statistical technique for constructing linear latent structure (LLS) models from available data, supported by well established theoretical results and an efficient algorithm, is presented. The method reduces the problem of estimating…
This work presents a novel simulation-based approach for constructing confidence regions in parametric models, which is particularly suited for generative models and situations where limited data and conventional asymptotic approximations…
Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…
We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…
Bayesian inference is an effective approach for solving statistical learning problems especially with uncertainty and incompleteness. However, inference efficiencies are physically limited by the bottlenecks of conventional computing…