1 code implementation • 3 Mar 2023 • Alexander Aushev, Aini Putkonen, Gregoire Clarte, Suyog Chandramouli, Luigi Acerbi, Samuel Kaski, Andrew Howes
In this paper, we propose BOSMOS: an approach to experimental design that can select between computational models without tractable likelihoods.
2 code implementations • NeurIPS Workshop Deep_Invers 2021 • Alexander Aushev, Thong Tran, Henri Pesonen, Andrew Howes, Samuel Kaski
Likelihood-free inference (LFI) has been successfully applied to state-space models, where the likelihood of observations is not available but synthetic observations generated by a black-box simulator can be used for inference instead.
1 code implementation • 18 Jun 2020 • Alexander Aushev, Henri Pesonen, Markus Heinonen, Jukka Corander, Samuel Kaski
In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations.