High-fidelity simulators that connect theoretical models with observations are indispensable tools in many sciences. If the likelihood is known, inference can proceed using standard techniques. However, when the likelihood is intractable or unknown, a simulator makes it possible to infer the parameters of a theoretical model directly from real and simulated observations when coupled with machine learning. We introduce an extension of the recently proposed likelihood-free frequentist inference ( Code to reproduce all of our results is available on
Simulators often provide the best description of real-world phenomena. However, the probability density that they implicitly define is often intractable, leading to challenging inverse problems for inference. Recently, a number of techniques have been introduced in which a surrogate for the intractable density is learned, including normalizing flows and density ratio estimators. We show that additional information that characterizes the latent process can often be extracted from simulators and used to augment the training data for these surrogate models. We introduce several loss functions that leverage these augmented data and demonstrate that these techniques can improve sample efficiency and quality of inference.
more » « less- Award ID(s):
- 1841471
- NSF-PAR ID:
- 10135625
- Publisher / Repository:
- Proceedings of the National Academy of Sciences
- Date Published:
- Journal Name:
- Proceedings of the National Academy of Sciences
- Volume:
- 117
- Issue:
- 10
- ISSN:
- 0027-8424
- Page Range / eLocation ID:
- p. 5242-5249
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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