Papers › Automatic Posterior Transformation for Likelihood-Free Inference

Automatic Posterior Transformation for Likelihood-Free Inference

17 May 2019arXiv:1905.07488archive 2025-07-28

David S. Greenberg, Marcel Nonnenmacher, Jakob H. Macke

How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators. However, existing methods are limited to a narrow range of proposal distributions or require importance weighting that can limit performance in practice. Here we present automatic posterior transformation (APT), a new sequential neural posterior estimation method for simulation-based inference. APT can modify the posterior estimate using arbitrary, dynamically updated proposals, and is compatible with powerful flow-based density estimators. It is more flexible, scalable and efficient than previous simulation-based inference techniques. APT can operate directly on high-dimensional time series and image data, opening up new applications for likelihood-free inference.

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Bayesian InferenceTime SeriesTime Series Analysis

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