Dear all,

a kind reminder that the next One World Approximate Bayesian Inference (OWABI) Seminar is scheduled on Thursday the 30th October at 11 am UK time.

The 1st OWABI talk of the Season will be given by François-Xavier Briol (University College London). who will talk about "Multilevel neural simulation-based inference" , with an abstract reported below.

Abstract: Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget.

Keywords: Multifidelity, neural SBI, multi-level Monte Carlo

The talk will be streamed on MS Teams:

Join the meeting now

Meeting ID: 358 173 458 006 0
Passcode: Vp2975vC

We are looking forward to seeing you all,
best,
Massimiliano on the behalf of the OWABI Organisers