Authors
Alexander Moreno, Tameem Adel, Edward Meeds, James M Rehg, Max Welling
Publication date
2016/6/28
Journal
arXiv preprint arXiv:1606.08549
Description
Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches commonly used in ABC. However, SVI is highly sensitive to the variance of the gradient estimators, and this problem is exacerbated by approximating the likelihood. We draw upon recent advances in variance reduction for SV and likelihood-free inference using deterministic simulations to produce low variance gradient estimators of the variational lower-bound. By then exploiting automatic differentiation libraries we can avoid nearly all model-specific derivations. We demonstrate performance on three problems and compare to existing SVI algorithms. Our results demonstrate the correctness and efficiency of our algorithm.
Total citations
2016201720182019202020212022202320241254111
Scholar articles
A Moreno, T Adel, E Meeds, JM Rehg, M Welling - arXiv preprint arXiv:1606.08549, 2016