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Creators/Authors contains: "Zimmermann, Heiko"

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  1. ; ; ; (, Neural Information Processing Systems)
    Accepted Manuscript Full Text Available
  2. ; ; ; ; ; ; ; (, PLOS Computational Biology)
    Britton, Tom (Ed.)
    Accurate epidemiological models require parameter estimates that account for mobility patterns and social network structure. We demonstrate the effectiveness of probabilistic programming for parameter inference in these models. We consider an agent-based simulation that represents mobility networks as degree-corrected stochastic block models, whose parameters we estimate from cell phone co-location data. We then use probabilistic program inference methods to approximate the distribution over disease transmission parameters conditioned on reported cases and deaths. Our experiments demonstrate that the resulting models improve the quality of fit in multiple geographies relative to baselines that do not model network topology. 
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    Full Text Available 
  3. ; ; ; (, Advances in neural information processing systems)
    Ranzato, M.; Beygelzimer, A.; Dauphin, Y.; Liang, P.S.; Wortman Vaughan, J. (Ed.)
    We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used importance sampling strategies and provides a mechanism for learning intermediate densities, which can serve as heuristics to guide the sampler. Our experiments apply NVI to (a) sample from a multimodal distribution using a learned annealing path (b) learn heuristics that approximate the likelihood of future observations in a hidden Markov model and (c) to perform amortized inference in hierarchical deep generative models. We observe that optimizing nested objectives leads to improved sample quality in terms of log average weight and effective sample size. 
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    Accepted Manuscript Full Text Available