arXiv Machine Learning

Implementing neural network mixed-effects models in Template Model Builder (TMB)

arXiv Machine Learning
2d ago

Mixed neural posterior estimation for simulators with discrete and continuous parameters

The paper extends Neural Posterior Estimation (NPE) to handle simulators whose parameter spaces contain both discrete and continuous dimensions. It introduces an inference network that factorizes the joint posterior into discrete and continuous components, using an autoregressive classifier for the discrete part and a generative model for the continuous part, trained jointly with a single simulation-based objective. A diagnostic tool for assessing calibration of the mixed posterior is also proposed, and the method is shown to produce accurate, calibrated posteriors on toy and real scientific simulators.

By Jan Boelts, Cornelius Schr\"oder, Jonas Beck, Jakob H. Macke, Michael Deistler, Daniel Gedon
arXiv Machine Learning
Sep 24

Fitting Large Nonlinear Mixed Effects Models Using Variational Expectation Maximization

The paper introduces a scalable Variational Expectation Maximization (VEM) algorithm for fitting large Nonlinear Mixed Effects (NLME) models, addressing computational challenges that arise as parameter and random‑effect counts grow. VEM leverages flexible variational families and reverse‑mode automatic differentiation to efficiently maximize the marginal likelihood, enabling fitting of models with over 15,000 population parameters. Experiments using the Pumas software demonstrate VEM’s ability to improve log‑likelihood over many iterations while remaining computationally feasible, whereas traditional FOCE methods fail to complete even a single iteration for similarly sized models.

By Mohamed Tarek, Pedro Afonso
arXiv Machine Learning
Aug 7

Kastor: An efficient fine-tuning strategy for generative emulation of PDE simulations

arXiv:2608. 06107v1 Announce Type: new Abstract: Machine learning offers a promising avenue to accelerate physical simulations by replacing computationally expensive traditional Partial Differential Equation (PDE) solvers with fast, differentiable surrogate models.

By Guillaume Couairon, Alexis Jacq, Yu-Han Wu, Renu Singh, Yana Hasson, Quentin Berthet, Romuald Elie
arXiv Statistics ML
Sep 21

Neural composite likelihood estimation: simulation based inference for time series

Neural Composite Likelihood Estimation (NCLE) extends simulation‑based inference to high‑dimensional time series by partitioning long sequences into equal‑sized batches. For each batch, a neural network estimates the likelihood via conditional density estimation, and the product of these batch likelihoods forms an approximate composite likelihood. Frequentist inference is then performed by maximizing this composite likelihood to obtain a point estimate and by estimating the Godambe information matrix to derive confidence intervals.

By Grace Yan, Mark Beaumont, Dennis Prangle