变分自编码器用于高效基于模拟的推断
Variational Autoencoders for Efficient Simulation-Based Inference
AI总结:
本文提出基于变分自编码器的生成建模方法,用于无似然模拟推断,通过两种先验处理变体高效估计复杂后验,并在基准问题上验证了计算效率与准确性。
摘要:
我们提出了一种基于变分推断框架的生成建模方法,用于无似然的基于模拟的推断。该方法利用变分自编码器中的潜在变量,高效地估计由随机模拟产生的复杂后验分布。我们探索了该方法的两种变体,其区别在于对先验分布的处理方式。第一种模型使用多变量先验网络,根据观测数据调整先验,增强了对各种后验查询的泛化能力。相比之下,第二种模型使用标准高斯先验,虽然简单,但仍能有效捕捉复杂的后验分布。我们证明了所提方法在保持计算效率的同时,能够在公认的基准问题上近似复杂的后验分布。
英文摘要:
We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex posterior distributions arising from stochastic simulations. We explore two variations of this approach distinguished by their treatment of the prior distribution. The first model adapts the prior based on observed data using a multivariate prior network, enhancing generalization across various posterior queries. In contrast, the second model utilizes a standard Gaussian prior, offering simplicity while still effectively capturing complex posterior distributions. We demonstrate the ability of the proposed approach to approximate complex posteriors while maintaining computational efficiency on well-established benchmark problems.
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