BayesNDE is a neural density estimator that uses Bayesian generative modeling to estimate densities without relying on invertible networks or Jacobian-determinant calculations. It constructs an adaptive proposal for each observation by inferring a sample-specific latent posterior, and then applies bridge sampling to combine proposal samples with separate posterior samples for density estimation. Experiments on synthetic datasets show improved density estimation and structure recovery, while real-world applications demonstrate better anomaly detection.
By Chenglin Li, Qiao Liu
arXiv:2503.17894v4 Announce Type: replace-cross
Abstract: We propose a generative learner for estimating conditional average treatment effects and characterizing the full distribution of these effect...
By Maria Nareklishvili, Nicholas Polson, Vadim Sokolov
The paper introduces a conditional Wasserstein GAN to approximate posterior distributions in compound loss models, conditioning on sufficient statistics, prior mean, coefficient of variation, and mixture weights. A single generator can learn the posteriors for both Poisson intensity and Pareto shape parameters across Gamma, inverse‑Gaussian, and lognormal priors. The authors validate the approach with simulation‑based calibration, analytical comparisons, and extensive MCMC, and apply it to extreme natural catastrophe loss data to generate rolling one‑year posterior predictive distributions and assess tail risk under heavy‑tailed severity and prior uncertainty.
By Aleksandar Arandjelovic, Pavel V. Shevchenko, George Tzougas
arXiv:2503.17894v3 Announce Type: replace-cross
Abstract: We propose generative learner for estimating heterogeneous treatment effects and characterizing the full distribution of causal effects. The...
By Maria Nareklishvili, Nicholas Polson, Vadim Sokolov
arXiv:2606. 27286v1 Announce Type: new Abstract: Mechanistic epidemiological models are widely used to support infectious disease forecasting and public-health decision making.
By Alina Bazarova, Johann Fredrik Jadebeck, Henrik Zunker, Carolina J. Klett-Tammen, Torben Heinsohn, Wolfgang Wiechert, Katharina Noeh, Stefan Kesselheim
The paper introduces JSP-GFN, a Generative Flow Network that jointly infers the structure and parameters of a Bayesian Network. It sequentially generates a directed acyclic graph edge by edge and then samples the corresponding conditional probability parameters once the full structure is known. Experiments on simulated and real data show that JSP‑GFN accurately approximates the joint posterior and outperforms existing methods.
By Tristan Deleu, Mizu Nishikawa-Toomey, Jithendaraa Subramanian, Esmeralda S. Whitammer, Laurent Charlin, Yoshua Bengio