Distilling Importance Sampling for Likelihood Free Inference

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we view the simulator as a function whose inputs are (1) the par...

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Veröffentlicht in:	arXiv.org 2023-01
Hauptverfasser:	Prangle, Dennis, Viscardi, Cecilia
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Bayesian analysis Density Distillation Importance sampling Markov analysis Optimization Queues Sampling methods Sampling techniques Statistical inference
Online-Zugang:	Volltext
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