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arXiv research

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.

168,786 papers · 148 categories

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1.9%3.8%5.7%7.6% · Dec 201319922001200920172026
48 results for Implicit likelihoods

In this paper, we describe the "implicit autoencoder" (IAE), a generative autoencoder in which both the generative path and the recognition path are parametrized by implicit distributions. We use two generative adversarial networks to define the reconstruction and the regularization cost functions of the implicit autoe…

2018-05-24abs ↗pdf ↗

Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require knowledge of the form of the likelihood function or any d…

2018-09-24abs ↗pdf ↗

Most successful machine intelligence systems rely on gradient-based learning, which is made possible by backpropagation. Some systems are designed to aid us in interpreting data when explicit goals cannot be provided. These unsupervised systems are commonly trained by backpropagating through a likelihood function. We i…

2018-06-01abs ↗pdf ↗

iDAD uses neural networks to quickly adapt experiments without likelihoods.

problem Performing adaptive experiments in real-time with implicit models.
method iDAD learns a design policy network upfront to make quick design decisions.
result iDAD can make design decisions in milliseconds, unlike traditional BOED approaches.

To combine explicit and implicit generative models, we introduce semi-implicit generator (SIG) as a flexible hierarchical model that can be trained in the maximum likelihood framework. Both theoretically and experimentally, we demonstrate that SIG can generate high quality samples especially when dealing with multi-mod…

2019-05-29abs ↗pdf ↗

Paper proposes a new method for probabilistic electricity price forecasting.

problem Accurate estimation of forecast uncertainties for optimal decision making.
method Implicit generative ensemble post-processing using an ensemble of point forecasting models.
result Method outperforms well-established model combination benchmarks.

SNPLA uses normalizing flows for efficient inference in implicit models.

problem Efficient inference in implicit models with complex likelihood and posterior learning.
method Sequential Neural Posterior and Likelihood Approximation (SNPLA) algorithm using normalizing flows.
result SNPLA achieves competitive performance with faster posterior draws compared to MCMC methods.

Proposes a new reinforcement learning method to improve agent performance in control tasks.

problem Shortcomings of maximum likelihood estimation in model-based reinforcement learning.
method Directly optimizes expected returns using implicit differentiation of a Bellman optimality function.
result Empirical evidence shows improved performance in model misspecification regime.

Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of implicit models remains limited due to challenges in specifying complex latent stru…

2017-02-28abs ↗pdf ↗

ALFI improves likelihood-free inference for black-box generators.

problem Limitations of likelihood-free inference on black-box generators.
method Adversarial Likelihood-Free Inference (ALFI) to estimate posterior distributions.
result ALFI achieves best parameter estimation accuracy with limited simulation.

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible, this task is particularly difficult and therefore largely unexplored. This is mai…

2018-10-23abs ↗pdf ↗

Novel framework optimizes experiments for implicit models using mutual information.

problem Optimizing experiments for intractable implicit models.
method Sequential Bayesian Experimental Design using Mutual Information.
result Framework efficiently estimates parameters with few iterations.

Improved UIVI method shows better performance than state-of-the-art SIVI methods.

problem Estimating the likelihood of samples from complex distributions in high dimensions.
method Replaced the inner MCMC loop of UIVI with importance sampling and learned the optimal proposal distribution.
result The refined UIVI approach demonstrates superior performance or parity with state-of-the-art methods.

Dual-ISL improves implicit generative model training with convex optimization and explicit density approximation.

problem Training implicit generative models with robust and practical likelihood-free objectives.
method Introduces dual-ISL, a novel likelihood-free objective using a convex divergence derived from the invariant statistical loss (ISL) framework.
result Dual-ISL yields a convex optimization problem in the space of model densities, providing explicit density approximation and improved training stability.

GATSBI uses GANs for SBI, improving posterior estimation in high dimensions.

problem Statistical inference on stochastic models without likelihoods.
method Adversarial approach to variational objective, amortized inference, implicit priors.
result GATSBI returns well-calibrated posterior estimates in high dimensions.

Deep generative models for graph-structured data offer a new angle on the problem of chemical synthesis: by optimizing differentiable models that directly generate molecular graphs, it is possible to side-step expensive search procedures in the discrete and vast space of chemical structures. We introduce MolGAN, an imp…

2018-05-30abs ↗pdf ↗

Energy based models (EBMs) are appealing due to their generality and simplicity in likelihood modeling, but have been traditionally difficult to train. We present techniques to scale MCMC based EBM training on continuous neural networks, and we show its success on the high-dimensional data domains of ImageNet32x32, Ima…

2019-03-20abs ↗pdf ↗

We extend recent work (Brehmer, et. al., 2018) that use neural networks as surrogate models for likelihood-free inference. As in the previous work, we exploit the fact that the joint likelihood ratio and joint score, conditioned on both observed and latent variables, can often be extracted from an implicit generative m…

2018-08-02abs ↗pdf ↗

Research shows deep generative models' likelihoods are unreliable for anomaly detection.

problem Anomaly detection using deep generative models' likelihoods is unreliable.
method Examined the behavior of distribution densities through reparametrization.
result The likelihoods used for anomaly detection rely on strong and implicit hypotheses.

A scalable method for BED with implicit models using approximate gradients.

problem Efficiently estimating posterior distribution and maximizing MI for implicit models.
method Stochastic approximate gradient ascent with smoothed variational MI estimator.
result Significantly improves scalability of BED in high-dimensional problems.

Improved diffusion sampling for inverse problems with faster and more robust inference.

problem High computational cost and lack of robustness in diffusion posterior sampling.
method Amortized variational inference with explicit likelihood guidance.
result Improved trade-off between inference speed and robustness to unseen degradations.

Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for learning implicit models are generative adversarial networks (GANs) which learn pa…

2016-12-15abs ↗pdf ↗

The standard interpretation of importance-weighted autoencoders is that they maximize a tighter lower bound on the marginal likelihood than the standard evidence lower bound. We give an alternate interpretation of this procedure: that it optimizes the standard variational lower bound, but using a more complex distribut…

2017-04-10abs ↗pdf ↗

Bayesian neural networks improved with scalable approximate inference.

problem Performing approximate Bayesian inference in complex models like neural networks.
method Two models: primary for prediction, secondary for posterior approximation; optimised via gradient descent on posterior predictive distribution.
result Approach scales better than MCMC and more expressive than VIs, without adversarial training.

A new method bridges explicit and implicit deep generative models using Stein discrepancy.

problem Limitations of explicit and implicit deep generative models.
method Joint training framework that combines an explicit density estimator and an implicit sample generator via Stein discrepancy.
result The method improves the accuracy of density estimation and quality of generated samples.

Nested sampling is a powerful technique for exploring high-likelihood regions, but its theoretical derivation is complex and involves approximations.

problem Sampling from likelihood-constrained priors in nested sampling
method Providing a comprehensive and detailed exposition of nested sampling derivation and practical challenges
result Deepening understanding of nested sampling and fostering future enhancements

Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they provide samples that are sharp and compelling; and they allow us to harness our knowl…

2016-10-11abs ↗pdf ↗

This work evaluates deep generative models using RD curves, providing a more comprehensive quality assessment.

problem Quantitative evaluation of deep generative models is challenging, especially for implicit models.
method Proposes using rate distortion (RD) curves to evaluate and compare deep generative models, approximating the entire curve with similar computations to log-likelihood estimation.
result Approximating the entire RD curve provides a more comprehensive quality assessment than scalar-valued metrics.

Improved phylogenetic tree reconstruction using flexible branch length distributions.

problem Inefficient Markov chain Monte Carlo methods for large sequence datasets.
method Variational Bayesian phylogenetic inference with semi-implicit branch length distributions.
result Proposed method improves marginal likelihood estimation and branch length posterior approximation.

This work improves neural network calibration using explicit regularization.

problem Improving predictive uncertainty in neural networks.
method Introducing a probabilistic calibration measure and exploring explicit regularization techniques.
result Explicit regularization improves log-likelihood and predictive uncertainty.

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.

Simulators often provide the best description of real-world phenomena. However, they also lead to challenging inverse problems because the density they implicitly define is often intractable. We present a new suite of simulation-based inference techniques that go beyond the traditional Approximate Bayesian Computation …

2018-05-30abs ↗pdf ↗

Deep neural network (DNN) regression models are widely used in applications requiring state-of-the-art predictive accuracy. However, until recently there has been little work on accurate uncertainty quantification for predictions from such models. We add to this literature by outlining an approach to constructing predi…

2019-08-26abs ↗pdf ↗

The paper tackles manifold overfitting in deep generative models.

problem Manifold overfitting occurs when generative models learn the manifold itself instead of the distribution on it.
method The authors propose a two-step procedure: dimensionality reduction followed by maximum-likelihood density estimation.
result The two-step procedure avoids manifold overfitting and enables density estimation on learned manifolds.