Search Results for author: Umberto Picchini

Found 8 papers, 7 papers with code

Fast, accurate and lightweight sequential simulation-based inference using Gaussian locally linear mappings

no code implementations12 Mar 2024 Henrik Häggström, Pedro L. C. Rodrigues, Geoffroy Oudoumanessah, Florence Forbes, Umberto Picchini

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators.

Bayesian Inference

JANA: Jointly Amortized Neural Approximation of Complex Bayesian Models

3 code implementations17 Feb 2023 Stefan T. Radev, Marvin Schmitt, Valentin Pratz, Umberto Picchini, Ullrich Köthe, Paul-Christian Bürkner

This work proposes ``jointly amortized neural approximation'' (JANA) of intractable likelihood functions and posterior densities arising in Bayesian surrogate modeling and simulation-based inference.

Time Series Time Series Analysis

Sequential Neural Posterior and Likelihood Approximation

1 code implementation12 Feb 2021 Samuel Wiqvist, Jes Frellsen, Umberto Picchini

We introduce the sequential neural posterior and likelihood approximation (SNPLA) algorithm.

Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods

1 code implementation9 Apr 2020 Umberto Picchini, Umberto Simola, Jukka Corander

Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable.

Methodology

Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms

1 code implementation23 Jul 2019 Samuel Wiqvist, Andrew Golightly, Ashleigh T. Mclean, Umberto Picchini

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units and, optionally, account for measurement error.

Computation Methodology

Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation

1 code implementation29 Jan 2019 Samuel Wiqvist, Pierre-Alexandre Mattei, Umberto Picchini, Jes Frellsen

We present a novel family of deep neural architectures, named partially exchangeable networks (PENs) that leverage probabilistic symmetries.

Time Series Time Series Analysis

Accelerating delayed-acceptance Markov chain Monte Carlo algorithms

1 code implementation15 Jun 2018 Samuel Wiqvist, Umberto Picchini, Julie Lyng Forman

In our accelerated algorithm the calculations in the "second stage" of the delayed-acceptance scheme are reordered in such as way that we can obtain a significant speed-up in the MCMC sampling, when the evaluation of the likelihood function is computationally intensive.

Computation

Bayesian inference for stochastic differential equation mixed effects models of a tumor xenography study

2 code implementations9 Jul 2016 Umberto Picchini, Julie Lyng Forman

Results from the case study and from a simulation study show that our models are able to reproduce the observed growth patterns and that Bayesian synthetic likelihoods perform similarly to exact Bayesian inference.

Applications Computation Methodology

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