论文标题
在高维
Misspecification-robust likelihood-free inference in high dimensions
论文作者
论文摘要
基于模拟器的统计模型的无似然推理已从其起步阶段迅速发展为对从业者的有用工具。但是,对于基于近似贝叶斯计算(ABC)推断,具有少数参数的模型通常仍然是一个挑战。为了促进在更高维参数空间中执行无可能推断的可能性,我们引入了流行的基于贝叶斯优化的方法的扩展,以概率的方式近似差异函数,以有效地探索参数空间的有效探索。我们的方法通过对每个参数使用单独的采集函数和差异来实现更高维参数空间的计算可伸缩性。有效的加性采集结构与凸面损失 - likelihoods结合使用,以提供所有模型参数的边缘后验分布的错误标准表征。该方法成功地在规范示例上成功地在100维空间中执行了计算有效的推断,并与现有的模块化ABC方法进行了比较。我们通过将细菌传输动力学模型拟合到真实数据集中,进一步说明了这种方法的潜力,该模型在30维参数空间中为应变竞争提供了生物学连贯的结果。
Likelihood-free inference for simulator-based statistical models has developed rapidly from its infancy to a useful tool for practitioners. However, models with more than a handful of parameters still generally remain a challenge for the Approximate Bayesian Computation (ABC) based inference. To advance the possibilities for performing likelihood-free inference in higher dimensional parameter spaces, we introduce an extension of the popular Bayesian optimisation based approach to approximate discrepancy functions in a probabilistic manner which lends itself to an efficient exploration of the parameter space. Our approach achieves computational scalability for higher dimensional parameter spaces by using separate acquisition functions and discrepancies for each parameter. The efficient additive acquisition structure is combined with exponentiated loss -likelihood to provide a misspecification-robust characterisation of the marginal posterior distribution for all model parameters. The method successfully performs computationally efficient inference in a 100-dimensional space on canonical examples and compares favourably to existing modularised ABC methods. We further illustrate the potential of this approach by fitting a bacterial transmission dynamics model to a real data set, which provides biologically coherent results on strain competition in a 30-dimensional parameter space.