Learning Summary Statistics for Bayesian Inference with Autoencoders

1 code implementation • 28 Jan 2022 • Carlo Albert, Simone Ulzega, Firat Ozdemir, Fernando Perez-Cruz, Antonietta Mira

For stochastic models with intractable likelihood functions, approximate Bayesian computation offers a way of approximating the true posterior through repeated comparisons of observations with simulated model outputs in terms of a small set of summary statistics.

Bayesian Inference