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machine learning-based approach to likelihood-free inference

At ABC’ory last week, Kyle Cranmer gave an extended talk on estimating the likelihood ratio by classification tools. Connected with a 2015 arXival. The idea is that the likelihood ratio is invariant by a transform s(.) that is monotonic with the likelihood ratio itself. 494 more words

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ABC'ory in Banff [17w5025]

Another great day of talks and discussions at BIRS! Continuing on the themes of the workshop between delving into the further validation of those approximation techniques and the devising of ever more approximate solutions for ever more complex problems. 180 more words

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