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stat.ML2024
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…
stat.ML2024
Preconditioned Neural Posterior Estimation for Likelihood-free Inference
Xiaoyu Wang, Ryan P. Kelly, David J. Warne +1
Simulation based inference (SBI) methods enable the estimation of posterior distributions when the likelihood function is intractable, but where model simulation is feasible. Popul…