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stat.ML2024★ 2 cited
The Statistical Accuracy of Neural Posterior and Likelihood Estimation
David T. Frazier, Ryan Kelly, Christopher Drovandi +1
Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex…
math.ST2024★ 1 cited
Exact Sampling of Gibbs Measures with Estimated Losses
David T. Frazier, Jeremias Knoblauch, Jack Jewson +1
A popular strategy for ameliorating some of the shortcomings of Bayesian posterior inference is to instead target a Gibbs measure based on losses that connect a parameter of intere…