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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,291 papers · 148 categories

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48 results for Bayesian likelihood-free

Deep Gaussian Processes improve likelihood-free inference for complex distributions.

problem Limited flexibility of Bayesian Optimization with GPs for multimodal distributions.
method Proposes Deep Gaussian Processes (DGPs) as a surrogate model for likelihood-free inference.
result DGPs outperform GPs on multimodal distributions while maintaining comparable performance on unimodal cases.

A new method improves likelihood-free Bayesian inference by transforming summary statistics and using efficient Variational Bayes.

problem Incorrectly assuming normally distributed summary statistics in likelihood-free Bayesian inference.
method Wasserstein Gaussianization transformation combined with robust BSL and efficient Variational Bayes.
result Highly efficient and reliable approximate Bayesian inference for likelihood-free problems.

KELFI improves inference accuracy in likelihood-free settings with limited simulations.

problem Intractable likelihood evaluations in likelihood-free inference.
method Kernel embedding likelihood-free inference (KELFI) learns model hyperparameters to balance accuracy and efficiency.
result Improved accuracy and efficiency on challenging inference problems in ecology.

ELFI is a Python library for likelihood-free inference.

problem Performing inference when likelihood functions are intractable.
method ELFI provides a network of components for likelihood-free inference, including Bayesian Optimization for Likelihood-Free Inference (BOLFI).
result ELFI accelerates likelihood-free inference up to several orders of magnitude.

Improved likelihood-free inference for high-dimensional models.

problem Challenges in likelihood-free inference for high-dimensional parameter spaces.
method Bayesian optimization-based approach with misspecification-robust characterisation.
result Efficient inference in 100-dimensional space with real data application.

A new method extends Bayesian optimization to more models and utilities.

problem Extending Bayesian optimization to a broader class of models and utilities.
method Likelihood-free Bayesian Optimization (LFBO) which directly models the acquisition function without separate inference.
result LFBO outperforms state-of-the-art black-box optimization methods on real-world problems.

Improved MMD estimator for likelihood-free inference.

problem Computational challenges in estimating MMD for likelihood-free inference.
method Optimally-weighted MMD estimator with improved sample complexity.
result Significantly improved sample complexity for accurate MMD estimation.

Wasserstein variational inference uses optimal transport for stable likelihood-free training.

problem Approximate Bayesian inference with stability and flexibility for implicit distributions.
method Optimal transport theory, Sinkhorn iterations, and backpropagation.
result Stable likelihood-free training method for autoencoders and probabilistic programs.

The paper proposes using path signatures for better inference in time series data.

problem Simulation models with time series data often lack tractable likelihood functions.
method Approximate Bayesian Computation with path signatures to handle sequential data.
result Theoretical guarantees on the resultant posteriors for Bayesian parameter inference.

A new sampler tackles high-dimensional models with intractable likelihoods.

problem Statistical inference for models with computationally intractable likelihoods and high-dimensional parameters.
method Likelihood-free approximate Gibbs sampler focusing on lower-dimensional conditional distributions estimated by flexible regression models.
result The sampler enables fitting models with 13,140 parameters that are otherwise impossible with standard ABC techniques.

DIRE uses neural networks to estimate summary statistics for likelihood-free inference.

problem Difficulty in learning parameters from observed data due to intractable likelihood functions.
method DIRE uses convolutional neural networks to estimate summary statistics for likelihood-free inference.
result A single neural network architecture can produce equally or more accurate posteriors than alternative methods.

New method uses neural exponential families for likelihood-free inference.

problem Bayesian Likelihood-Free Inference with intractable likelihood.
method Score Matching neural conditional exponential families for approximate likelihood.
result State-of-the-art performance in posterior sampling for intractable likelihood models.

New algorithm improves Dark Matter detection accuracy.

problem Reconstructing Dark Matter interactions with high precision.
method Likelihood-free framework with Bayesian Optimization for Likelihood-Free Inference (BOLFI).
result BOLFI improved reconstruction accuracy by up to 15%.

A new method for experimental design focuses on predicting downstream quantities of interest.

problem Designs that maximize parameter learning may not maximize downstream quantity prediction.
method Likelihood-free goal-oriented optimal experimental design (LF-GO-OED) using ABC density ratio estimation.
result LF-GO-OED maximizes the expected information gain for downstream quantities.

A new method reduces dimensionality for better likelihood-free parameter estimation.

problem Estimating parameters from data with no closed-form likelihood.
method Combines reconstruction map estimation with dimension-reduction techniques.
result The proposed method outperforms existing techniques in accuracy and efficiency.

New method for conditional sampling using M-GANs, likely-free inference.

problem Conditional sampling of probability measures.
method Developed a novel computational approach called M-GANs based on block triangular transport.
result Accurate sampling of conditional measures in various applications.

SNL trains autoregressive flows on simulated data to learn likelihood for Bayesian inference.

problem Intractable likelihood in simulator models.
method Trains autoregressive flow on simulated data to model likelihood.
result SNL is more robust, accurate, and requires less tuning than related methods.

New method improves variational inference for likelihood-free models.

problem Efficiently approximate posterior distributions in likelihood-free models.
method Forward amortized inference using joint-contrastive variational loss.
result Forward amortized inference optimizes exact posterior marginals in mean-field approximations.

Improves likelihood-free inference by using a new sampling approach to avoid biased data collection.

problem Efficient Bayesian inference without likelihood evaluation for real-world datasets.
method Introduces Neural Proposal (NP) to sample simulation inputs i.i.d. for unbiased posterior inference.
result Demonstrates improved performance, especially for multi-modal posteriors, through experiments.

APT improves likelihood-free inference by dynamically transforming posterior estimates.

problem Performing Bayesian inference on simulators with intractable likelihoods.
method Automatic posterior transformation (APT) using neural network-based density estimators.
result APT is more flexible, scalable, and efficient than previous methods.

Bayesian deconditional embeddings solve complex function recovery.

problem Recovering original functions from conditional mean observations.
method Formalizes deconditional kernel mean embeddings as Bayesian inference, connects to task-transformed Gaussian processes.
result Establishes deconditional kernel means as posterior predictive mean, providing Bayesian interpretations and uncertainty.

Framework for Bayesian inference using GP emulated MH sampler for noisy likelihoods.

problem Approximate Bayesian inference with limited noisy log-likelihood evaluations.
method Gaussian process emulates MH sampler for log-likelihood evaluations; sequential experimental design selects evaluation points.
result Approximate sampler is sample-efficient and robust to GP assumptions.

This paper introduces NPR, a technique to improve Bayesian inference for multi-modal, high-dimensional simulations.

problem Challenges in Bayesian inference for multi-modal, high-dimensional simulations.
method Introduces Neural Posterior Regularization (NPR) to enforce exploration of input parameter space.
result Empirically validated that NPR significantly improves performance on various simulation tasks.

Novel framework for implicit models improves experimental design efficiency.

problem Optimal resource allocation for implicit models with intractable likelihood.
method Utilizes mutual information as utility function, LFIRE for posterior approximation, Bayesian optimisation for optimal design.
result Improves experimental design efficiency and allows consideration of higher design dimensions.

Develops scalable inference for complex implicit models.

problem Challenges in specifying complex latent structure and performing inferences in implicit models with large data sets.
method Introduces hierarchical implicit models and develops likelihood-free variational inference (LFVI). LFVI uses an implicit variational family.
result Demonstrates diverse applications of LFVI, including predator-prey simulations, generative adversarial networks, and text generation.

New method for state inference in state-space models with unknown dynamics.

problem State inference in state-space models with computationally expensive and undefined dynamics.
method Estimate state transition dynamics using a multi-output Gaussian process and Bayesian Neural Network as a surrogate model.
result Significant improvement in accuracy for state inference and prediction in non-stationary user models.

Active learning method for ABC statistics selection reduces expert work and improves posterior estimates.

problem Handling intractable likelihood functions in models with domain knowledge.
method Active learning method for selecting summary statistics in ABC.
result Better posterior estimates than existing methods, especially with limited simulation budget.

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches commonly used in ABC. However, SVI is highly sensitive to the variance of the gradient…

2016-06-28abs ↗pdf ↗

Bayesian calibration for BCP self-assembly models using image data and measure transport.

problem Calibrating models of BCP self-assembly from image data with aleatory uncertainty.
method Likelihood-free inference via measure transport and summary statistics.
result Expected information gains can be computed efficiently for model calibration.

A new method uses bandits to select summary statistics for Bayesian inference.

problem Dynamic selection of summary statistics for likelihood-free inference.
method Treats summary statistic selection as a multi-armed bandit problem.
result Improves efficiency and scalability of approximate Bayesian computation.

ABI bypasses likelihood intractability with nonparametric distribution matching.

problem Approximate Bayesian computation's inefficiency in high-dimensional settings and under diffuse priors.
method Adaptive Bayesian Inference (ABI) compares posterior distributions directly using nonparametric distribution matching and MSW distance.
result ABI significantly outperforms other methods in high-dimensional or dependent observation regimes.

ABC method uses machine learning for likelihood-free inference.

problem Statistical inference in simulator-based models with intractable likelihoods.
method Direct comparison of empirical distributions via KL divergence estimator and contrastive learning.
result Asymptotic normality of ABC posterior distributions with properly scaled exponential kernel.

A new meta-learning BO approach that bypasses surrogate models and directly learns task utility.

problem Scalability issues and sensitivity to task similarity in existing meta-learning BO methods.
method Directly learns the utility of queries across tasks, models task uncertainty, and includes an auxiliary model for robust adaptation.
result Demonstrates strong anytime performance and outperforms state-of-the-art methods in various benchmarks.

Neural point estimators improve parameter estimation from replicated data.

problem Making inference from replicated data in weakly-identified and highly-parameterised models.
method Permutation-invariant neural networks for likelihood-free parameter estimation.
result Neural point estimators can quickly and optimally estimate parameters.

Unified inference framework for spatiotemporal data.

problem Challenges in extracting mechanistic insights from complex spatiotemporal data.
method Vision transformer-driven variational encoding and likelihood-free Bayesian approach.
result Unified inference framework for identifying spatial and temporal patterns.