Hierarchical Neural Simulation-Based Inference Over Event Ensembles

• URL: http://arxiv.org/abs/2306.12584v2
• Date: Wed, 21 Feb 2024 13:35:38 GMT
• Title: Hierarchical Neural Simulation-Based Inference Over Event Ensembles
• Authors: Lukas Heinrich, Siddharth Mishra-Sharma, Chris Pollard, and Philipp Windischhofer
• Abstract summary: We introduce approaches for dataset-wide probabilistic inference in cases where the likelihood is intractable. We construct neural estimators for the likelihood(-ratio) or posterior and show that explicitly accounting for the model's hierarchical structure can lead to significantly tighter parameter constraints.
• Score: 0.4515457784397788
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure, where "local" parameters impact individual events and "global" parameters influence the entire dataset. We introduce practical approaches for frequentist and Bayesian dataset-wide probabilistic inference in cases where the likelihood is intractable, but simulations can be realized via a hierarchical forward model. We construct neural estimators for the likelihood(-ratio) or posterior and show that explicitly accounting for the model's hierarchical structure can lead to significantly tighter parameter constraints. We ground our discussion using case studies from the physical sciences, focusing on examples from particle physics and cosmology.

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