相关论文: Direct Amortized Likelihood Ratio Estimation

Sampling-based inference techniques are central to modern cosmological data analysis; these methods, however, scale poorly with dimensionality and typically require approximate or intractable likelihoods. In this paper we describe how…

Bayesian inference without the likelihood evaluation, or likelihood-free inference, has been a key research topic in simulation studies for gaining quantitatively validated simulation models on real-world datasets. As the likelihood…

We study the construction of a confidence interval (CI) for a simulation output performance measure that accounts for input uncertainty when the input models are estimated from finite data. In particular, we focus on performance measures…

Scientific modeling and engineering applications rely heavily on parameter estimation methods to fit physical models and calibrate numerical simulations using real-world measurements. In the absence of analytic statistical models with…

Fast and automated inference of binary-lens, single-source (2L1S) microlensing events with sampling-based Bayesian algorithms (e.g., Markov Chain Monte Carlo; MCMC) is challenged on two fronts: high computational cost of likelihood…

In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…

The standard approach to inference from cosmic large-scale structure data employs summary statistics that are compared to analytic models in a Gaussian likelihood with pre-computed covariance. To overcome the idealising assumptions about…

A new estimation method is presented for network sampling designs, including Respondent Driven Sampling (RDS) and Snowball (SB) sampling. These types of link-tracing designs are essential for studies of hidden populations, such as people at…

Simulation-based inference (SBI) enables parameter estimation for complex stochastic models with intractable likelihoods when model simulation is feasible. Neural posterior estimation (NPE) is a popular SBI approach that often achieves…

With the next generation of both electromagnetic and gravitational wave observatories beginning to come online, rapid analysis methods for kilonova data are becoming increasingly important in astronomy. Traditional Bayesian parameter…

We present Neural Quantile Estimation (NQE), a novel Simulation-Based Inference (SBI) method based on conditional quantile regression. NQE autoregressively learns individual one dimensional quantiles for each posterior dimension,…

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

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…

In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…

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…

There is a growing interest in studying sequential neural posterior estimation (SNPE) techniques due to their advantages for simulation-based models with intractable likelihoods. The methods aim to learn the posterior from adaptively…

Simulation-based inference (SBI) offers a flexible and general approach to performing Bayesian inference: In SBI, a neural network is trained on synthetic data simulated from a model and used to rapidly infer posterior distributions for…

We propose a new algorithm for training deep neural networks (DNNs) with binary weights. In particular, we first cast the problem of training binary neural networks (BiNNs) as a bilevel optimization instance and subsequently construct…

We propose to learn deep undirected graphical models (i.e., MRFs) with a non-ELBO objective for which we can calculate exact gradients. In particular, we optimize a saddle-point objective deriving from the Bethe free energy approximation to…

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…