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Physics ∩ ML Seminars

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Events on Wednesday, February 16th, 2022

Fast and Credible Inference with Truncated Marginal Neural Ratio Estimation
Time: 11:00 am
Place: Chamberlin 5280 (Zoom link also available for online participants who signed up on our mailing list)
Speaker: Alex Cole , University of Amsterdam
Abstract: Across fields, scientific models are computationally implemented via parametric stochastic simulators. However, solving the “inverse problem” and constraining model parameters from data is a challenge in this context. Recently, the field of simulation-based inference has made great strides thanks to deep learning methods. I will outline a new method in simulation-based inference called Truncated Marginal Neural Ratio Estimation (TMNRE). TMNRE is (i) simulation-efficient, actively identifying the relevant regime of parameter space without sacrificing amortization (ii) scalable to high-dimensional data and model parameter spaces (iii) trustworthy, in the sense that statistical consistency tests beyond those available to e.g. MCMC can be rapidly performed. I will show examples of these benefits in the context of cosmological inference. I will also describe our development of a user-friendly and general package for TMNRE called swyft. Implementation of TMNRE available at Talk based on (NeurIPS ML4PS ’20), (NeurIPS ’21), .
Host: Gary Shiu
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