论文标题

神经后部估计与可微分模拟器

Neural Posterior Estimation with Differentiable Simulators

论文作者

Zeghal, Justine, Lanusse, François, Boucaud, Alexandre, Remy, Benjamin, Aubourg, Eric

论文摘要

基于仿真的推理(SBI)是一个有前途的贝叶斯推理框架,可以减轻对分析可能性估计后验分布的需求。使用SBI算法中神经密度估计器的最新进展表明,以大量模拟为代价实现高保真后代的能力。使用复杂的物理模拟时,这使得他们的应用可能会非常耗时。在这项工作中,我们着重于使用模拟器的梯度来提高后密度估计的样本效率。我们提出了一种使用可区分的模拟器执行神经后估计(NPE)的新方法。我们演示了梯度信息如何有助于限制后部形状并提高样本效率。

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have demonstrated the ability to achieve high-fidelity posteriors, at the expense of a large number of simulations ; which makes their application potentially very time-consuming when using complex physical simulations. In this work we focus on boosting the sample-efficiency of posterior density estimation using the gradients of the simulator. We present a new method to perform Neural Posterior Estimation (NPE) with a differentiable simulator. We demonstrate how gradient information helps constrain the shape of the posterior and improves sample-efficiency.

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