论文标题

带有神经贝叶斯估计器的非似然参数估计

Likelihood-Free Parameter Estimation with Neural Bayes Estimators

论文作者

Sainsbury-Dale, Matthew, Zammit-Mangion, Andrew, Huser, Raphaël

论文摘要

神经点估计器是将数据映射到参数点估计值的神经网络。它们是快速,不含可能性的,并且由于其摊销性质,可与基于自举的不确定性定量相提并论。在本文中,我们旨在提高统计学家对这个相对较新的推论工具的认识,并通过提供用户友好的开源软件来促进其采用。我们还要注意从复制数据中推断的无处不在的问题,我们使用置换不变的神经网络在神经环境中解决了这些推论。通过广泛的仿真研究,我们表明,这些神经点估计器可以相对轻松地估算弱识别和高度参数化模型中的参数(从贝叶斯意义上)估算参数。我们通过分析红海中极端的海面温度来证明它们的适用性,在训练之后,我们从数百个空间场中获得了参数估计值和基于自举的置信区间,其中一秒钟。

Neural point estimators are neural networks that map data to parameter point estimates. They are fast, likelihood free and, due to their amortised nature, amenable to fast bootstrap-based uncertainty quantification. In this paper, we aim to increase the awareness of statisticians to this relatively new inferential tool, and to facilitate its adoption by providing user-friendly open-source software. We also give attention to the ubiquitous problem of making inference from replicated data, which we address in the neural setting using permutation-invariant neural networks. Through extensive simulation studies we show that these neural point estimators can quickly and optimally (in a Bayes sense) estimate parameters in weakly-identified and highly-parameterised models with relative ease. We demonstrate their applicability through an analysis of extreme sea-surface temperature in the Red Sea where, after training, we obtain parameter estimates and bootstrap-based confidence intervals from hundreds of spatial fields in a fraction of a second.

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