no code implementations • 19 Sep 2023 • Vasilis Gkolemis, Michael Gutmann, Henri Pesonen
Our implementation can be used in two ways.
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.
no code implementations • 21 Feb 2020 • Owen Thomas, Raquel Sá-Leão, Hermínia de Lencastre, Samuel Kaski, Jukka Corander, Henri Pesonen
To advance the possibilities for performing likelihood-free inference in higher dimensional parameter spaces, we introduce an extension of the popular Bayesian optimisation based approach to approximate discrepancy functions in a probabilistic manner which lends itself to an efficient exploration of the parameter space.
no code implementations • 29 Oct 2018 • Charlie Rogers-Smith, Henri Pesonen, Samuel Kaski
Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems.