Robust and integrative Bayesian neural networks for likelihood-free parameter inference

• URL: http://arxiv.org/abs/2102.06521v1
• Date: Fri, 12 Feb 2021 13:45:23 GMT
• Title: Robust and integrative Bayesian neural networks for likelihood-free parameter inference
• Authors: Fredrik Wrede, Robin Eriksson, Richard Jiang, Linda Petzold, Stefan Engblom, Andreas Hellander, Prashant Singh
• Abstract summary: State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. This work proposes a robust integrated approach that learns summary statistics using Bayesian neural networks, and directly estimates the posterior density using categorical distributions.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing step building upon deterministic neural networks, and do not take network prediction uncertainty into account. This work proposes a robust integrated approach that learns summary statistics using Bayesian neural networks, and directly estimates the posterior density using categorical distributions. An adaptive sampling scheme selects simulation locations to efficiently and iteratively refine the predictive posterior of the network conditioned on observations. This allows for more efficient and robust convergence on comparatively large prior spaces. We demonstrate our approach on benchmark examples and compare against related methods.

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