论文标题
扩展统计软件包引擎,以无可能推理
Extending the statistical software package Engine for Likelihood-Free Inference
论文作者
论文摘要
贝叶斯推断是处理不确定性的原则性框架。从业者可以对他们要建模的物理现象(先验信念),收集一些数据,然后根据新证据(后验信仰)调整初始假设。近似贝叶斯计算(ABC)方法,也称为无可能推理技术,是一类模型,用于在棘手的可能性时进行推理。这些模型的独特要求是黑盒采样机。由于模型,他们提供了这些方法特别令人着迷。强大的优化蒙特卡洛(ROMC)是特定领域的最新技术之一。它通过解决独立的优化问题来近似后验分布。本论文重点介绍了在软件包引擎中的ROMC方法的实现,以进行无似然推理(ELFI)。在第一章中,我们提供了ROMC方法的数学表述和算法描述。在以下各章中,我们描述了我们的实施; (a)我们介绍提供给用户的所有功能,(b)我们演示了如何对一些真实示例进行推断。我们的实施为想要对基于模拟器的模型执行推断的从业者提供了强大而有效的解决方案。此外,它利用并行处理来加速推理。最后,它被设计为具有可扩展性。用户可以轻松替换该方法的特定子部分,而无需在开发方面没有明显的开销。因此,研究人员可以将其用于进一步的实验。
Bayesian inference is a principled framework for dealing with uncertainty. The practitioner can perform an initial assumption for the physical phenomenon they want to model (prior belief), collect some data and then adjust the initial assumption in the light of the new evidence (posterior belief). 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. The unique requirement of these models is a black-box sampling machine. Due to the modelling-freedom they provide these approaches are particularly captivating. Robust Optimisation Monte Carlo (ROMC) is one of the most recent techniques of the specific domain. It approximates the posterior distribution by solving independent optimisation problems. This dissertation focuses on the implementation of the ROMC method in the software package Engine for Likelihood-Free Inference (ELFI). In the first chapters, we provide the mathematical formulation and the algorithmic description of the ROMC approach. In the following chapters, we describe our implementation; (a) we present all the functionalities provided to the user and (b) we demonstrate how to perform inference on some real examples. Our implementation provides a robust and efficient solution to a practitioner who wants to perform inference on a simulator-based model. Furthermore, it exploits parallel processing for accelerating the inference wherever it is possible. Finally, it has been designed to serve extensibility; the user can easily replace specific subparts of the method without significant overhead on the development side. Therefore, it can be used by a researcher for further experimentation.