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Learning Robust Statistics for Simulation-based Inference under Model Misspecification

NeurIPS 2023 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Simulation-based inference · 9 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add MMD regularizer on learned statistics (NPE -> NPE-RS)NPE · Ricker contamination 20%RMSE: 11.2 -> 4.66Helped
add MMD regularizer (NPE -> NPE-RS)NPE · OUP contamination 20%RMSE: 2.59 -> 0.63Helped
add MMD regularizer (ABC -> ABC-RS)ABC · Ricker contamination 20%RMSE: 9.79 -> 2.99Helped
add MMD regularizer (ABC -> ABC-RS)ABC · OUP contamination 20%RMSE: 5.16 -> 0.88Helped
add MMD regularizer (NPE -> NPE-RS)NPE · Ricker well-specifiedRMSE: 2.16 -> 2.18No clear effect
add MMD regularizer (ABC -> ABC-RS)ABC · Ricker well-specifiedRMSE: 1.46 -> 1.20No clear effect
NPE-RS vs robust NPE (RNPE)NPE-RS · Ricker contamination 20%RMSE: 7.14 -> 4.66Helped
NPE-RS vs RNPENPE-RS · Turin real dataMMD: 0.09 -> 0.03Helped
use Euclidean distance instead of MMD in margin regularizer (ablation)NPE-RS · Ricker well-specifiedposterior qualityHurt
increase lambda to 1000 (ablation)NPE-RS · Ricker contamination 20%posterior vs prior MMDHurt
regularize with lambda 20-100 under adversarial training (NPE -> NPE-RS)NPE · Gaussian linear modelMMD: 0.26 -> 0.18Helped
add MMD regularizer under prior misspecificationNPE · Ricker lognormal priorposterior coverage of true thetaHelped

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