Easy High-Dimensional Likelihood-Free Inference

Understand

We introduce a framework using Generative Adversarial Networks (GANs) for likelihood--free inference (LFI) and Approximate Bayesian Computation (ABC) where we replace the black-box simulator model with an approximator network and generate a rich set of summary features in a data driven fashion.

• On benchmark data sets, our approach improves on others with respect to scalability, ability to handle high dimensional data and complex probability distributions.