no code implementations • 21 Apr 2024 • Xiaoyu Wang, Ryan P. Kelly, David J. Warne, Christopher Drovandi
To overcome this, we propose preconditioned NPE (PNPE) and its sequential version (PSNPE), which uses a short run of ABC to effectively eliminate regions of parameter space that produce large discrepancy between simulations and data and allow the posterior emulator to be more accurately trained.
no code implementations • 31 Jan 2023 • Ryan P. Kelly, David J. Nott, David T. Frazier, David J. Warne, Chris Drovandi
Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods.