论文标题
学习使用自动编码器推断贝叶斯推断的摘要统计数据
Learning Summary Statistics for Bayesian Inference with Autoencoders
论文作者
论文摘要
对于具有棘手的可能性函数的随机模型,近似贝叶斯计算通过反复比较观测值与模拟模型输出的一小部分摘要统计数据,可以通过重复比较观测值的重复比较真实的后部。这些统计数据需要保留与约束参数相关的信息,但要取消噪声。因此,对于一般随机模型,它们可以看作是热力学状态变量。对于许多科学应用,与模型参数相比,我们严格需要更多的汇总统计数据才能达到后部的令人满意的近似。因此,我们建议将基于深神网络的自动编码器的内部维度用作摘要统计信息。为了激励编码器编码所有与参数相关的信息,而不是噪声,我们使解码器访问有关已用于生成训练数据的噪声的显式或隐式信息。我们在两种类型的随机模型上以经验验证该方法。
For stochastic models with intractable likelihood functions, approximate Bayesian computation offers a way of approximating the true posterior through repeated comparisons of observations with simulated model outputs in terms of a small set of summary statistics. These statistics need to retain the information that is relevant for constraining the parameters but cancel out the noise. They can thus be seen as thermodynamic state variables, for general stochastic models. For many scientific applications, we need strictly more summary statistics than model parameters to reach a satisfactory approximation of the posterior. Therefore, we propose to use the inner dimension of deep neural network based Autoencoders as summary statistics. To create an incentive for the encoder to encode all the parameter-related information but not the noise, we give the decoder access to explicit or implicit information on the noise that has been used to generate the training data. We validate the approach empirically on two types of stochastic models.