{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/likelihood-free-neural-bayes-estimators-for","title":"Neural Bayes estimators for censored inference with peaks-over-threshold models","arxiv_id":"2306.15642","date":"2023-06-27","proceeding":null,"authors":["Jordan Richards","Matthew Sainsbury-Dale","Andrew Zammit-Mangion","Raphaël Huser"],"abstract":"Making inference with spatial extremal dependence models can be computationally burdensome since they involve intractable and/or censored likelihoods. Building on recent advances in likelihood-free inference with neural Bayes estimators, that is, neural networks that approximate Bayes estimators, we develop highly efficient estimators for censored peaks-over-threshold models that {use data augmentation techniques} to encode censoring information in the neural network {input}. Our new method provides a paradigm shift that challenges traditional censored likelihood-based inference methods for spatial extremal dependence models. Our simulation studies highlight significant gains in both computational and statistical efficiency, relative to competing likelihood-based approaches, when applying our novel estimators to make inference with popular extremal dependence models, such as max-stable, $r$-Pareto, and random scale mixture process models. We also illustrate that it is possible to train a single neural Bayes estimator for a general censoring level, precluding the need to retrain the network when the censoring level is changed. We illustrate the efficacy of our estimators by making fast inference on hundreds-of-thousands of high-dimensional spatial extremal dependence models to assess extreme particulate matter 2.5 microns or less in diameter (${\\rm PM}_{2.5}$) concentration over the whole of Saudi Arabia.","url_abs":"https://arxiv.org/abs/2306.15642v4","url_pdf":"https://arxiv.org/pdf/2306.15642v4.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"likelihood-free-neural-bayes-estimators-for","repo_url":"https://github.com/jbrich95/censoredneuralestimators","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null},{"paper_slug":"likelihood-free-neural-bayes-estimators-for","repo_url":"https://github.com/msainsburydale/neuralestimators","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"data-augmentation","task_name":"Data Augmentation"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}