3 accepted papers
Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable model, such as a Hidden Markov model (HMM), these methods are des…
By invoking a pathwise series expansion of Brownian motion, we propose to approximate a stochastic differential equation (SDE) with an ordinary differential equation (ODE). This allows us to reformulate Bayesian inference for a SDE as the parameter estimation task for an ODE. Unlike a nonlinear SDE,…
We apply the reparameterisation trick to obtain a variational formulation of Bayesian inference in nonlinear ODE models. By invoking the linear noise approximation we also extend this variational formulation to a stochastic kinetic model. Our proposed inference method does not depend on any emulatio…