Sample-efficient neural likelihood-free Bayesian inference of implicit HMMs

1 code implementation • 2 May 2024 • Sanmitra Ghosh, Paul J. Birrell, Daniela De Angelis

Naive application of these methods to a HMM, ignoring the inference of this joint posterior distribution, will thus produce an inaccurate estimate of the posterior predictive distribution, in turn hampering the assessment of goodness-of-fit.

Bayesian Inference Density Estimation