Search Results for author: Owen Thomas

Found 3 papers, 1 papers with code

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

Likelihood-free inference by ratio estimation

1 code implementation30 Nov 2016 Owen Thomas, Ritabrata Dutta, Jukka Corander, Samuel Kaski, Michael U. Gutmann

The popular synthetic likelihood approach infers the parameters by modelling summary statistics of the data by a Gaussian probability distribution.

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