Chris Drovandi
chris-drovandi.bsky.social
Chris Drovandi
@chris-drovandi.bsky.social
Reposted by Chris Drovandi
Thrilled to contribute to this work led by David Frazier providing theory for NPE/NLE in simulation-based inference. These methods are known to match the accuracy of ABC and BSL with fewer simulations, this paper rigorously shows why this can be achieved.
arxiv.org/abs/2411.12068
The Statistical Accuracy of Neural Posterior and Likelihood Estimation
Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex modeling scenarios, ...
arxiv.org
November 21, 2024 at 6:04 AM