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RAS Techniques and Instruments
Article . 2023 . Peer-reviewed
License: CC BY
Data sources: Crossref
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UCL Discovery
Article . 2023
Data sources: UCL Discovery
https://dx.doi.org/10.48550/ar...
Article . 2022
License: CC BY
Data sources: Datacite
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Bayesian model comparison for simulation-based inference

Authors: A Spurio Mancini; M M Docherty; M A Price; J D McEwen;

Bayesian model comparison for simulation-based inference

Abstract

AbstractComparison 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 (often called likelihood-free inference). In particular, we leverage the recently proposed learned 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, neural likelihood estimation, and neural ratio estimation. 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 learned 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.

Country
United Kingdom
Keywords

Cosmology and Nongalactic Astrophysics (astro-ph.CO), Statistics, FOS: Physical sciences, Simulation-based Inference, Computational Physics (physics.comp-ph), Machine Learning, Numerical Methods, Physics - Data Analysis, Statistics and Probability, Astrophysics - Instrumentation and Methods for Astrophysics, Physics - Computational Physics, Instrumentation and Methods for Astrophysics (astro-ph.IM), Software, Data Analysis, Statistics and Probability (physics.data-an), Astrophysics - Cosmology and Nongalactic Astrophysics

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    selected citations
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    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    16
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Top 10%
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
16
Top 10%
Average
Top 10%
Green
gold