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Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes

Truncated proposals for scalable and hassle-free simulation-based inference

NeurIPS 2022 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Simulation-based inference · 25 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use truncated-prior proposals for sequential posterior estimation instead of APT's proposal and modified lossTSNPE versus APT · Six benchmark tasksC2ST accuracyNo clear effect
Use sequential inference rather than prior-only NPETSNPE versus NPE · Six benchmark tasksC2ST accuracyHelped
Use TSNPE rather than APTInference on Gaussian Linear and SLCP · Gaussian Linear and SLCPC2ST accuracyHurt
Use TSNPE rather than APTInference on SIR and Lotka-Volterra · SIR and Lotka-VolterraC2ST accuracyHelped
Apply truncated-prior proposals and maximum-likelihood training rather than APTPyloric network inference · Pyloric networkposterior inference feasibility: 0.02% after the second round; 0.0000% after the third roundHelped
Apply truncated-prior proposals and maximum-likelihood training rather than APTL5PC inference · L5PCposterior inference feasibility: none of the 10MHelped
Use an ensemble of neural density estimators (ablation)TSNPE · L5PCexpected coverageHelped
Increase the SIR oversampling factor rather than use too low a value (ablation)TSNPE with SIR proposal sampling · Generalposterior approximation accuracy: K=1024Helped
Use a larger truncation level epsilon (ablation)TSNPE · Posterior tailsposterior tail accuracy: epsilon = 0.1Hurt
Apply truncated proposals to APT (ablation)APT · Benchmark tasksC2ST accuracyMixed

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