no code implementations • 12 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.
3 code implementations • 17 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.
1 code implementation • 12 Feb 2021 • Samuel Wiqvist, Jes Frellsen, Umberto Picchini
We introduce the sequential neural posterior and likelihood approximation (SNPLA) algorithm.
1 code implementation • 9 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
1 code implementation • 23 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
1 code implementation • 29 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.
1 code implementation • 15 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
2 code implementations • 9 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