Search Results for author: Michael Gutmann

Found 9 papers, 4 papers with code

Enhanced gradient-based MCMC in discrete spaces

no code implementations29 Jul 2022 Benjamin Rhodes, Michael Gutmann

The recent introduction of gradient-based MCMC for discrete spaces holds great promise, and comes with the tantalising possibility of new discrete counterparts to celebrated continuous methods such as MALA and HMC.

Bayesian Inference

Extending the statistical software package Engine for Likelihood-Free Inference

no code implementations8 Nov 2020 Vasileios Gkolemis, Michael Gutmann

Approximate Bayesian Computation (ABC) methods, also known as likelihood-free inference techniques, are a class of models used for performing inference when the likelihood is intractable.

Bayesian Inference

Neural Approximate Sufficient Statistics for Implicit Models

1 code implementation20 Oct 2020 Yanzhi Chen, Dinghuai Zhang, Michael Gutmann, Aaron Courville, Zhanxing Zhu

We consider the fundamental problem of how to automatically construct summary statistics for implicit generative models where the evaluation of the likelihood function is intractable, but sampling data from the model is possible.

Efficient Bayesian Experimental Design for Implicit Models

1 code implementation23 Oct 2018 Steven Kleinegesse, Michael Gutmann

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance.

Bayesian Optimisation Experimental Design

Variational Noise-Contrastive Estimation

1 code implementation18 Oct 2018 Benjamin Rhodes, Michael Gutmann

The core idea is to use a variational lower bound to the NCE objective function, which can be optimised in the same fashion as the evidence lower bound (ELBO) in standard variational inference (VI).

Variational Inference

Gaussian process modeling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria

no code implementations20 Oct 2016 Marko Järvenpää, Michael Gutmann, Aki Vehtari, Pekka Marttinen

Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible.

Model Selection

Bregman divergence as general framework to estimate unnormalized statistical models

no code implementations14 Feb 2012 Michael Gutmann, Jun-Ichiro Hirayama

We show that the Bregman divergence provides a rich framework to estimate unnormalized statistical models for continuous or discrete random variables, that is, models which do not integrate or sum to one, respectively.

Cannot find the paper you are looking for? You can Submit a new open access paper.