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Faculté des Sciences appliquées
Faculté des Sciences appliquées
MASTER THESIS
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Arbitrary Marginal Neural Ratio Estimation for Likelihood-free Inference

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Rozet, François ULiège
Promotor(s) : Louppe, Gilles ULiège
Date of defense : 6-Sep-2021/7-Sep-2021 • Permalink : http://hdl.handle.net/2268.2/12993
Details
Title : Arbitrary Marginal Neural Ratio Estimation for Likelihood-free Inference
Author : Rozet, François ULiège
Date of defense  : 6-Sep-2021/7-Sep-2021
Advisor(s) : Louppe, Gilles ULiège
Committee's member(s) : Sacré, Pierre ULiège
Wehenkel, Louis ULiège
Huynh-Thu, Vân Anh ULiège
Language : English
Number of pages : 69
Keywords : [en] inference
[en] simulator
[en] likelihood ratio
[en] marginal posterior estimation
[en] gravitational waves
Discipline(s) : Engineering, computing & technology > Computer science
Target public : Researchers
Professionals of domain
Student
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master : ingénieur civil en science des données, à finalité spécialisée
Faculty: Master thesis of the Faculté des Sciences appliquées

Abstract

[en] In many areas of science, computer simulators are used to describe complex real-world phenomena. These simulators are stochastic forward models, meaning that they randomly generate synthetic realizations according to input parameters. A common task for scientists is to use such models to infer the parameters given observations. Due to their complexity, the likelihoods - essential for inference - implicitly defined by these simulators are typically not tractable. Consequently, scientists have relied on "likelihood-free" methods to perform parameter inference. In this thesis, we build upon one of these methods, the neural ratio estimation (NRE) of the likelihood-to-evidence (LTE) ratio, to enable inference over arbitrary subsets of the parameters. Called arbitrary marginal neural ratio estimation (AMNRE), this novel method is easy to use, efficient and can be implemented with basic neural network architectures. Trough a series of experiments, we demonstrate the applicability of AMNRE and find it to be competitive with baseline methods, despite using a fraction of the computing resources. We also apply AMNRE to the challenging problem of parameter inference of binary black hole systems from gravitational waves observation and obtain promising results. As a complement to this contribution, we discuss the problem of overconfidence in predictive models and propose regularization methods to induce uncertainty in neural predictions.


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Author

  • Rozet, François ULiège Université de Liège > Master ingé. civ. sc. don. à . fin.

Promotor(s)

Committee's member(s)

  • Sacré, Pierre ULiège Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Robotique intelligente
    ORBi View his publications on ORBi
  • Wehenkel, Louis ULiège Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Méthodes stochastiques
    ORBi View his publications on ORBi
  • Huynh-Thu, Vân Anh ULiège Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Algorith. des syst. en interaction avec le monde physique
    ORBi View his publications on ORBi
  • Total number of views 150
  • Total number of downloads 211










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