Machine learning and the physical sciences

G Carleo, I Cirac, K Cranmer, L Daudet, M Schuld… - Reviews of Modern …, 2019 - APS
Machine learning (ML) encompasses a broad range of algorithms and modeling tools used
for a vast array of data processing tasks, which has entered most scientific disciplines in …

A survey of Monte Carlo methods for parameter estimation

D Luengo, L Martino, M Bugallo, V Elvira… - EURASIP Journal on …, 2020 - Springer
Statistical signal processing applications usually require the estimation of some parameters
of interest given a set of observed data. These estimates are typically obtained either by …

Sequential neural likelihood: Fast likelihood-free inference with autoregressive flows

G Papamakarios, D Sterratt… - The 22nd international …, 2019 - proceedings.mlr.press
Abstract We present Sequential Neural Likelihood (SNL), a new method for Bayesian
inference in simulator models, where the likelihood is intractable but simulating data from …

Learning in implicit generative models

S Mohamed, B Lakshminarayanan - arXiv preprint arXiv:1610.03483, 2016 - arxiv.org
Generative adversarial networks (GANs) provide an algorithmic framework for constructing
generative models with several appealing properties: they do not require a likelihood …

Approximate bayesian computation

M Sunnåker, AG Busetto, E Numminen… - PLoS computational …, 2013 - journals.plos.org
Approximate Bayesian computation (ABC) constitutes a class of computational methods
rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function …

A general framework for updating belief distributions

PG Bissiri, CC Holmes… - Journal of the Royal …, 2016 - Wiley Online Library
We propose a framework for general Bayesian inference. We argue that a valid update of a
prior belief distribution to a posterior can be made for parameters which are connected to …

Fundamentals and recent developments in approximate Bayesian computation

J Lintusaari, MU Gutmann, R Dutta, S Kaski… - Systematic …, 2017 - academic.oup.com
Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in
many other branches of science. It provides a principled framework for dealing with …

Statistical inference for partially observed Markov processes via the R package pomp

AA King, D Nguyen, EL Ionides - arXiv preprint arXiv:1509.00503, 2015 - arxiv.org
Partially observed Markov process (POMP) models, also known as hidden Markov models
or state space models, are ubiquitous tools for time series analysis. The R package pomp …

Reliable ABC model choice via random forests

P Pudlo, JM Marin, A Estoup, JM Cornuet… - …, 2016 - academic.oup.com
Abstract Motivation: Approximate Bayesian computation (ABC) methods provide an
elaborate approach to Bayesian inference on complex models, including model choice. Both …

On Markov chain Monte Carlo methods for tall data

R Bardenet, A Doucet, C Holmes - Journal of Machine Learning Research, 2017 - jmlr.org
Markov chain Monte Carlo methods are often deemed too computationally intensive to be of
any practical use for big data applications, and in particular for inference on datasets …