Search Results for author: Henri Pesonen

Found 5 papers, 2 papers with code

Likelihood-Free Inference in State-Space Models with Unknown Dynamics

2 code implementations NeurIPS Workshop Deep_Invers 2021 Alexander Aushev, Thong Tran, Henri Pesonen, Andrew Howes, Samuel Kaski

Likelihood-free inference (LFI) has been successfully applied to state-space models, where the likelihood of observations is not available but synthetic observations generated by a black-box simulator can be used for inference instead.

Likelihood-Free Inference with Deep Gaussian Processes

1 code implementation18 Jun 2020 Alexander Aushev, Henri Pesonen, Markus Heinonen, Jukka Corander, Samuel Kaski

In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations.

Bayesian Optimization Gaussian Processes

Misspecification-robust likelihood-free inference in high dimensions

no code implementations21 Feb 2020 Owen Thomas, Raquel Sá-Leão, Hermínia de Lencastre, Samuel Kaski, Jukka Corander, Henri Pesonen

To advance the possibilities for performing likelihood-free inference in higher dimensional parameter spaces, we introduce an extension of the popular Bayesian optimisation based approach to approximate discrepancy functions in a probabilistic manner which lends itself to an efficient exploration of the parameter space.

Bayesian Optimisation Efficient Exploration +1

Approximate Bayesian Computation via Population Monte Carlo and Classification

no code implementations29 Oct 2018 Charlie Rogers-Smith, Henri Pesonen, Samuel Kaski

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems.

Classification General Classification

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