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Sampling-Based Accuracy Testing of Posterior Estimators for General Inference

ICML 2023 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Sequential Monte Carlo for inference · 18 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use TARP coverage with reference points depending on the observation, rather than HPD coveragePosterior accuracy testing · Biased Gaussian toy modelExpected coverage probabilityHelped
Use TARP coverage with observation-dependent reference pointsPosterior accuracy testing · Uninformative estimator equal to the priorExpected coverage probabilityHelped
Use reference points independent of the observation (ablation)TARP · Uninformative estimator equal to the priorExpected coverage probabilityNo clear effect
Use HPD regions instead of positionable TARP regions (ablation)Posterior accuracy testing · Biased Gaussian toy modelExpected coverage probabilityNo clear effect
Use L1 rather than L2 distance (ablation)TARP · Gaussian toy modelExpected coverage probabilityNo clear effect
Vary the reference-point distribution (ablation)TARP · Gaussian toy modelExpected coverage probabilityNo clear effect
Add non-zero off-diagonal covariance elements (ablation)Gaussian toy model · Gaussian toy modelExpected coverage probabilityNo clear effect
Apply TARP to a high-dimensional posteriorTARP · Gaussian toy model, D = 1000Expected coverage probabilityHelped
Use the exact rather than biased posterior sampler (ablation)Gravitational lensing posterior inference · Gravitational lensingExpected coverage probabilityHelped

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