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Bibliographic Details
Main Authors: Drnevich, Matthew, Jiggins, Stephen, Katzy, Judith, Cranmer, Kyle
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2410.10216
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author Drnevich, Matthew
Jiggins, Stephen
Katzy, Judith
Cranmer, Kyle
author_facet Drnevich, Matthew
Jiggins, Stephen
Katzy, Judith
Cranmer, Kyle
contents Motivated by real-world situations found in high energy particle physics, we consider a generalisation of the likelihood-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. By extension, this framing also applies to importance sampling in a setting where the importance weights can be negative. The presence of negative densities and negative weights, pose an array of challenges to traditional neural likelihood ratio estimation methods. We address these challenges by introducing a novel loss function. In addition, we introduce a new model architecture based on the decomposition of a likelihood ratio using signed mixture models, providing a second strategy for overcoming these challenges. Finally, we demonstrate our approach on a pedagogical example and a real-world example from particle physics.
format Preprint
id arxiv_https___arxiv_org_abs_2410_10216
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Neural Quasiprobabilistic Likelihood Ratio Estimation with Negatively Weighted Data
Drnevich, Matthew
Jiggins, Stephen
Katzy, Judith
Cranmer, Kyle
Machine Learning
High Energy Physics - Experiment
Motivated by real-world situations found in high energy particle physics, we consider a generalisation of the likelihood-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. By extension, this framing also applies to importance sampling in a setting where the importance weights can be negative. The presence of negative densities and negative weights, pose an array of challenges to traditional neural likelihood ratio estimation methods. We address these challenges by introducing a novel loss function. In addition, we introduce a new model architecture based on the decomposition of a likelihood ratio using signed mixture models, providing a second strategy for overcoming these challenges. Finally, we demonstrate our approach on a pedagogical example and a real-world example from particle physics.
title Neural Quasiprobabilistic Likelihood Ratio Estimation with Negatively Weighted Data
topic Machine Learning
High Energy Physics - Experiment
url https://arxiv.org/abs/2410.10216