论文标题

基于模拟推断的贝叶斯模型比较

Bayesian model comparison for simulation-based inference

论文作者

Mancini, A. Spurio, Docherty, M. M., Price, M. A., McEwen, J. D.

论文摘要

描述观察数据的适当模型的比较是科学的基本任务。贝叶斯模型的证据或边际可能性是计算挑战但至关重要的数量,可估计进行贝叶斯模型比较。我们介绍了一种方法来计算基于模拟的推理(SBI)方案(通常也称为无可能的推理)中的贝叶斯模型证据。特别是,我们利用最近提出的学习的谐波均值估计器,并利用了以下事实,即它与用于生成后样品的方法是分离的,即仅需要后验样品,这可能是通过任何方法生成的。这种灵活性在计算模型证据的许多替代方法中都缺乏,使我们能够为三种主要神经密度估计方法开发SBI模型比较技术,包括神经后验估计(NPE),神经可能性估计(NLE)和神经比率估计(NRE)。我们在包括引力波示例在内的一系列推理问题上证明和验证我们的SBI证据计算技术。此外,我们进一步验证了基于可能性的设置,在谐波软件中实现的学习谐波平均值估计器的准确性。这些结果突出了谐波作为采样器 - 敏捷方法的潜力,可以在基于似然和基于模拟的场景中估算模型证据。

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian model comparison. We introduce a methodology to compute the Bayesian model evidence in simulation-based inference (SBI) scenarios (also often called likelihood-free inference). In particular, we leverage the recently proposed learnt harmonic mean estimator and exploit the fact that it is decoupled from the method used to generate posterior samples, i.e. it requires posterior samples only, which may be generated by any approach. This flexibility, which is lacking in many alternative methods for computing the model evidence, allows us to develop SBI model comparison techniques for the three main neural density estimation approaches, including neural posterior estimation (NPE), neural likelihood estimation (NLE), and neural ratio estimation (NRE). We demonstrate and validate our SBI evidence calculation techniques on a range of inference problems, including a gravitational wave example. Moreover, we further validate the accuracy of the learnt harmonic mean estimator, implemented in the HARMONIC software, in likelihood-based settings. These results highlight the potential of HARMONIC as a sampler-agnostic method to estimate the model evidence in both likelihood-based and simulation-based scenarios.

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