Jul 24, 2023
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Likelihood-free inference (LFI) is techniques for inference in implicit statistical models. A longstanding question in LFI has been how to design or learn good summary statistics of data, but this might now seem unnecessary due to the advent of recent end-to-end (i.e. neural network-based) LFI methods. In this work, we rethink this question with a novel method for learning summary statistics. We show that learning sufficient statistics may be easier than direct posterior inference, as the former problem can be reduced to a set of low-dimensional, easy-to-solve learning problems. This suggests to explicitly decouple summary statistics learning from posterior inference in LFI. Experiments on diverse inference tasks with different data types validate our hypothesis.Likelihood-free inference (LFI) is techniques for inference in implicit statistical models. A longstanding question in LFI has been how to design or learn good summary statistics of data, but this might now seem unnecessary due to the advent of recent end-to-end (i.e. neural network-based) LFI methods. In this work, we rethink this question with a novel method for learning summary statistics. We show that learning sufficient statistics may be easier than direct posterior inference, as the former…
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