Bayesian statistics and modelling

R van de Schoot, S Depaoli, R King, B Kramer… - Nature Reviews …, 2021 - nature.com
Bayesian statistics is an approach to data analysis based on Bayes' theorem, where
available knowledge about parameters in a statistical model is updated with the information …

[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

The frontier of simulation-based inference

K Cranmer, J Brehmer… - Proceedings of the …, 2020 - National Acad Sciences
Many domains of science have developed complex simulations to describe phenomena of
interest. While these simulations provide high-fidelity models, they are poorly suited for …

Benchmarking simulation-based inference

JM Lueckmann, J Boelts, D Greenberg… - International …, 2021 - proceedings.mlr.press
Recent advances in probabilistic modelling have led to a large number of simulation-based
inference algorithms which do not require numerical evaluation of likelihoods. However, a …

Simulation intelligence: Towards a new generation of scientific methods

A Lavin, D Krakauer, H Zenil, J Gottschlich… - arXiv preprint arXiv …, 2021 - arxiv.org
The original" Seven Motifs" set forth a roadmap of essential methods for the field of scientific
computing, where a motif is an algorithmic method that captures a pattern of computation …

Automatic posterior transformation for likelihood-free inference

D Greenberg, M Nonnenmacher… - … on Machine Learning, 2019 - proceedings.mlr.press
How can one perform Bayesian inference on stochastic simulators with intractable
likelihoods? A recent approach is to learn the posterior from adaptively proposed …

Approximate bayesian computation

MA Beaumont - Annual review of statistics and its application, 2019 - annualreviews.org
Many of the statistical models that could provide an accurate, interesting, and testable
explanation for the structure of a data set turn out to have intractable likelihood functions …

Approximate Bayesian computation with the Wasserstein distance

E Bernton, PE Jacob, M Gerber… - Journal of the Royal …, 2019 - academic.oup.com
A growing number of generative statistical models do not permit the numerical evaluation of
their likelihood functions. Approximate Bayesian computation has become a popular …

On contrastive learning for likelihood-free inference

C Durkan, I Murray… - … conference on machine …, 2020 - proceedings.mlr.press
Likelihood-free methods perform parameter inference in stochastic simulator models where
evaluating the likelihood is intractable but sampling synthetic data is possible. One class of …

Mining gold from implicit models to improve likelihood-free inference

J Brehmer, G Louppe, J Pavez… - Proceedings of the …, 2020 - National Acad Sciences
Simulators often provide the best description of real-world phenomena. However, the
probability density that they implicitly define is often intractable, leading to challenging …