On-device research index

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.

168,695 papers · 148 categories

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5 results for “SNPE”

An efficient likelihood-free Bayesian inference method based on sequential neural posterior estimationstat.ML

A new method improves SNPE for intractable likelihood models.

problem Simulation-based models with intractable likelihoods.

method Adaptive calibration kernel and variance reduction techniques.

result The proposed method provides a better approximation of the posterior.

SNPE likelihood-free inference Bayesian neural networks variance reduction

2023-11-21abs ↗pdf ↗

Pseudo-Likelihood Inferencecs.LG

Pseudo-Likelihood Inference improves ABC for high-dimensional Bayesian inference.

problem Intractable likelihood in Bayesian system identification.

method PLI combines neural approximation with integral probability metrics and adaptive bandwidth.

result PLI outperforms SNPE on challenging tasks, especially with more data.

Simulation-Based Inference Approximate Bayesian Computation Sequential Neural Posterior Estimation Integral Probability Metrics Neural Approximation

2023-11-28abs ↗pdf ↗

Leveraging Nested MLMC for Sequential Neural Posterior Estimation with Intractable Likelihoodsstat.CO

Paper proposes nested MLMC for SNPE with intractable likelihoods.

problem Estimating posterior distributions from intractable likelihoods.

method Nested MLMC for loss function and gradients, with convergence results.

result Effective methods for approximating complex multimodal posteriors.

Nested MLMC Sequential Neural Posterior Estimation Intractable Likelihoods Posterior Transformation Gradient Estimation

2024-01-30abs ↗pdf ↗

Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Modelsstat.ML

A new method for Bayesian inference using diffusion models.

problem Bayesian inference in simulator-based models.

method Score-based diffusion models trained with a sequential training procedure.

result Comparable or superior performance compared to existing methods.

Bayesian inference score-based methods diffusion models sequential training

2022-10-10abs ↗pdf ↗

Preconditioned Neural Posterior Estimation for Likelihood-free Inferencestat.ML

Improved likelihood-free inference using preconditioned neural posterior estimation.

problem Inaccurate posterior estimation in likelihood-free inference methods.

method Preconditioned Neural Posterior Estimation (PNPE) and Sequential PNPE (PSNPE) methods.

result PNPE and PSNPE improve posterior estimation accuracy over NPE and SNPE.

likelihood-free inference neural posterior estimation preconditioning ABC agent-based models

2024-04-21abs ↗pdf ↗