Variational Autoencoders for Efficient Simulation-Based Inference

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Nautiyal, Mayank, Shternshis, Andrey, Hellander, Andreas, Singh, Prashant
Natura: Preprint
Pubblicazione: 2024
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866915558919766016
author Nautiyal, Mayank
Shternshis, Andrey
Hellander, Andreas
Singh, Prashant
author_facet Nautiyal, Mayank
Shternshis, Andrey
Hellander, Andreas
Singh, Prashant
contents We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex posterior distributions arising from stochastic simulations. We explore two variations of this approach distinguished by their treatment of the prior distribution. The first model adapts the prior based on observed data using a multivariate prior network, enhancing generalization across various posterior queries. In contrast, the second model utilizes a standard Gaussian prior, offering simplicity while still effectively capturing complex posterior distributions. We demonstrate the ability of the proposed approach to approximate complex posteriors while maintaining computational efficiency on well-established benchmark problems.
format Preprint
id arxiv_https___arxiv_org_abs_2411_14511
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Variational Autoencoders for Efficient Simulation-Based Inference
Nautiyal, Mayank
Shternshis, Andrey
Hellander, Andreas
Singh, Prashant
Machine Learning
Artificial Intelligence
We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex posterior distributions arising from stochastic simulations. We explore two variations of this approach distinguished by their treatment of the prior distribution. The first model adapts the prior based on observed data using a multivariate prior network, enhancing generalization across various posterior queries. In contrast, the second model utilizes a standard Gaussian prior, offering simplicity while still effectively capturing complex posterior distributions. We demonstrate the ability of the proposed approach to approximate complex posteriors while maintaining computational efficiency on well-established benchmark problems.
title Variational Autoencoders for Efficient Simulation-Based Inference
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2411.14511