Amortised Likelihood-free Inference for Expensive Time-series Simulators with Signatured Ratio Estimation.
Joel DyerPatrick CannonSebastian M. SchmonPublished in: CoRR (2022)
Keyphrases
- quasi periodic
- bayesian networks
- parameter estimation
- probabilistic inference
- belief networks
- chronic hepatitis
- estimation algorithm
- dynamic time warping
- posterior probability
- stock market
- standard deviation
- density estimation
- estimation error
- non stationary
- maximum likelihood
- maximum likelihood estimation
- robust estimation
- log likelihood function
- probabilistic model
- data mining