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Likelihood-free inference with emulator networks

机译:仿真器网络的无可能性推断

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Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to learn synthetic likelihoods on simulated data - both ’local’ emulators which approximate the likelihood for specific observed data, as well as ’global’ ones which are applicable to a range of data. Simulations are chosen adaptively using an acquisition function which takes into account uncertainty about either the posterior distribution of interest, or the parameters of the emulator. Our approach does not rely on user-defined rejection thresholds or distance functions. We illustrate inference with emulator networks on synthetic examples and on a biophysical neuron model, and show that emulators allow accurate and efficient inference even on problems which are challenging for conventional ABC approaches.
机译:近似贝叶斯计算(ABC)为基于仿真的模型提供了贝叶斯推断的方法,这些方法不允许存在易处理的可能性。我们提出了一种新的ABC方法,该方法使用概率神经仿真器网络来学习模拟数据的综合似然性-包括“局部”仿真器(近似于特定观测数据的似然性)以及“全局”仿真器,适用于一系列数据。使用获取函数自适应地选择模拟,该函数考虑了有关后验分布或仿真器参数的不确定性。我们的方法不依赖于用户定义的拒绝阈值或距离函数。我们在合成示例和生物物理神经元模型上说明了使用仿真器网络的推理,并表明仿真器即使在对于常规ABC方法具有挑战性的问题上也可以提供准确而有效的推理。

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