Adversarial Bayesian Simulation

no code implementations • 25 Aug 2022 • Yuexi Wang, Veronika Ročková

In the absence of explicit or tractable likelihoods, Bayesians often resort to approximate Bayesian computation (ABC) for inference.

Approximate Bayesian Computation via Classification

no code implementations • 22 Nov 2021 • Yuexi Wang, Tetsuya Kaji, Veronika Ročková

We demonstrate the usefulness of our approach on simulated examples as well as real data in the context of stock volatility estimation.

Classification Contrastive Learning

Uncertainty Quantification for Sparse Deep Learning

no code implementations • 26 Feb 2020 • Yuexi Wang, Veronika Ročková

Deep learning methods continue to have a decided impact on machine learning, both in theory and in practice.

Uncertainty Quantification valid