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stat.ML2026
Minimum Distance Summaries for Robust Neural Posterior Estimation
Sherman Khoo, Dennis Prangle, Song Liu +1
Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimension…
stat.ML2024
Flexible Tails for Normalizing Flows
Tennessee Hickling, Dennis Prangle
Normalizing flows are a flexible class of probability distributions, expressed as transformations of a simple base distribution. A limitation of standard normalizing flows is repre…
stat.ML2023
Flexible Tails for Normalising Flows, with Application to the Modelling of Financial Return Data
Tennessee Hickling, Dennis Prangle
We propose a transformation capable of altering the tail properties of a distribution, motivated by extreme value theory, which can be used as a layer in a normalizing flow to appr…