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  • title: Optimally-weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free Inference
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            Optimally-weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free Inference
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            Optimally-weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free Inference

            Jul 24, 2023

            Speakers

            AB

            Ayush Bharti

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            MN

            Masha Naslidnyk

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            OK

            Oscar Key

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            About

            Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum distance estimation, generalised Bayesian inference, and within the nonparametric learning framework. The MMD is commonly estimated at a root-m rate, where m is the number of simulated samples. This can lead to significant computational challenges since a large m is…

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