The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams at the following link

Join: https://teams.microsoft.com/meet/374263351331567?p=tEOIPwLR7ejGFX1vSm

Speaker: Oksana A. Chkrebtii (Ohio State University)

Title: Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems 

Abstract: Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference methods that explore the parameter space without explicit likelihood evaluations, relying instead on sequential simulation, which comes at the cost of computational efficiency and extensive tuning. We develop an alternative framework called kernel-adaptive synthetic posterior estimation (KASPE) that uses deep learning to directly reconstruct the mapping between the observed data and a finite-dimensional parametric representation of the posterior distribution, trained on a large number of simulated datasets. We provide theoretical justification for KASPE and a formal connection to the likelihood-based approach of expectation propagation. Simulation experiments demonstrate KASPE’s flexibility and performance relative to existing likelihood-free methods including approximate Bayesian computation in challenging inferential settings involving posteriors with heavy tails, multiple local modes, and over the parameters of a nonlinear dynamical system.

Keywords: Deep learning; likelihood-free inference; generative models.

Reference:  R. Zhang, O.A. Chkrebtii, D. Xiu. Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems. Preprint at ArXiv:2508.00167 https://arxiv.org/pdf/2508.00167

Best,

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Dr. Massimiliano Tamborrino SFHEA

Reader (Associate Professor)

Department of Statistics

WIHEA Fellow and Internationalisation Learning Circle Co-Lead

University of Warwick
https://warwick.ac.uk/tamborrino