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 Statistical Learning


Calibrating Neural Simulation-Based Inference with Differentiable Coverage Probability

Neural Information Processing Systems

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a simulator posing the need for simulation-based inference (SBI).





05b12f103c9e613efc4c85674cdc9066-Paper-Conference.pdf

Neural Information Processing Systems

Under label corruptions, we prove that this simple estimator achieves minimax near-optimal riskonawiderange ofgeneralized linear models, including Gaussian regression, Poisson regression and Binomial regression.