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2022 (English)In: 2022 International Joint Conference on Neural Networks (IJCNN), Institute of Electrical and Electronics Engineers (IEEE), 2022, p. 1-10Conference paper, Published paper (Refereed)
Abstract [en]
State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches for learning summarizing networks are mainly based on deterministic neural networks, and do not take network prediction uncertainty into account. This work proposes a robust integrated approach that learns summary statistics using Bayesian neural networks, and produces a proposal posterior density using categorical distributions. An adaptive sampling scheme selects simulation locations to efficiently and iteratively refine the predictive proposal posterior of the network conditioned on observations. This allows for more efficient and robust convergence on comparatively large prior spaces. The approximated proposal posterior can then either be processed through a correction mechanism, or be used in conjunction with a density estimator to arrive at the true posterior. We demonstrate our approach on benchmark examples.
Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2022
Series
IEEE International Joint Conference on Neural Networks (IJCNN), ISSN 2161-4393, E-ISSN 2161-4407
Keywords
Approximate Bayesian inference, Bayesian neural network, Summary statistics, Adaptive sampling, Classification
National Category
Computational Mathematics
Research subject
Scientific Computing
Identifiers
urn:nbn:se:uu:diva-439780 (URN)10.1109/IJCNN55064.2022.9892800 (DOI)000867070907037 ()978-1-6654-9526-4 (ISBN)978-1-7281-8671-9 (ISBN)
Conference
2022 International Joint Conference on Neural Networks (IJCNN), 18-23 July 2022, Padua, ITALY
Projects
eSSENCE
Funder
eSSENCE - An eScience CollaborationScience for Life Laboratory, SciLifeLab
2021-04-102021-04-102023-01-12Bibliographically approved