Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer an amortized estimator for the likelihood-to-evidence ratio, or equivalently the posterior function. We show that this approach can be formulated in terms of mutual information maximization between model parameters and simulated data. We use this equivalence to reinterpret existing approaches for amortized inference, and propose two new methods that rely on lower bounds of the mutual information. We apply our framework to the inference of parameters of stochastic processes and chaotic dynamical systems from sampled trajectories, using artificial neural networks for posterior prediction. Our approach provides a unified framework that leverages the power of mutual information estimators for inference.
翻译:一种方法使用模拟数据,用不同参数推断概率-证据比的摊销估计器,或等效的后方函数。我们表明,这一方法可以在模型参数和模拟数据之间的相互信息最大化方面制定。我们利用这一等值重新解释摊销推理的现有方法,并提出两种依靠相互信息较低界限的新方法。我们运用我们的框架来推断采样轨迹中的随机过程和混乱动态系统的参数,利用人造神经网络进行后方预测。我们的方法提供了一个统一的框架,利用相互信息测算器的力量进行推断。