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