A Bayesian network, Bayes network, belief network, Bayes(ian) model or probabilistic directed acyclic graphical model is a probabilistic graphical model (a type of statistical model) that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). (Wikipedia)
Prescott and Baker (2020) propose a multi-fidelity approach to ABC. In our work, the Russian roulette estimator is used to construct an unbiased, low-fidelity likelihood.
When applied to recordings from the mouse olfactory bulb, our approach reveals low-dimensional population dynamics that are odor specific and have consistent structure across animals.
In this paper, we rely on a broader view of proper composite losses and a recent construct from information geometry, source functions, whose fitting alleviates constraints faced by canonical links.
Although the calibration of probabilistic models is well studied, calibrating extremely over-parametrized models in the low-data regime presents unique challenges.