Amortised Likelihood-free Inference for Expensive Time-series Simulators with Signatured Ratio Estimation.
Joel DyerPatrick W. CannonSebastian M. SchmonPublished in: AISTATS (2022)
Keyphrases
- bayesian networks
- probabilistic inference
- maximum likelihood
- log likelihood function
- quasi periodic
- estimation algorithm
- non stationary
- belief networks
- density estimation
- standard deviation
- bayesian inference
- dynamic time warping
- latent variables
- accurate estimation
- inference process
- multivariate time series
- estimation process
- moving average
- data sets