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Generalized Bayesian inference w/ amortized cost estimate #52

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maedoc opened this issue Dec 7, 2023 · 0 comments
Open

Generalized Bayesian inference w/ amortized cost estimate #52

maedoc opened this issue Dec 7, 2023 · 0 comments
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enhancement New feature or request help wanted Extra attention is needed question Further information is requested

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@maedoc
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maedoc commented Dec 7, 2023

Macke lab has a new paper combining a neural network with MCMC to amortize cost of complex simulator inversion:

https://arxiv.org/abs/2305.15208

It seems steps are similar to SBI in that one

  • does lots of simulations
  • trains a neural network to map the complex part of parameter space
  • does MCMC to obtain posterior

the general workflow would be useful to support w/ or for vbjax models.
@maedoc maedoc added enhancement New feature or request help wanted Extra attention is needed question Further information is requested labels Dec 7, 2023
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