parameter estimation and model selection
Accelerated Bayesian parameter estimation and model selection for gravitational waves with normalizing flows
Polanska, Alicja, Wouters, Thibeau, Pang, Peter T. H., Wong, Kaze K. W., McEwen, Jason D.
We present an accelerated pipeline, based on high-performance computing techniques and normalizing flows, for joint Bayesian parameter estimation and model selection and demonstrate its efficiency in gravitational wave astrophysics. We integrate the Jim inference toolkit, a normalizing flow-enhanced Markov chain Monte Carlo (MCMC) sampler, with the learned harmonic mean estimator. Our Bayesian evidence estimates run on $1$ GPU are consistent with traditional nested sampling techniques run on $16$ CPU cores, while reducing the computation time by factors of $5\times$ and $15\times$ for $4$-dimensional and $11$-dimensional gravitational wave inference problems, respectively. Our code is available in well-tested and thoroughly documented open-source packages, ensuring accessibility and reproducibility for the wider research community.
Robust Parameter Estimation and Model Selection for Neural Network Regression
In this paper, it is shown that the conventional back-propagation (BPP) algorithm for neural network regression is robust to lever(cid:173) ages (data with:n corrupted), but not to outliers (data with y corrupted). A robust model is to model the error as a mixture of normal distribution. The influence function for this mixture model is calculated and the condition for the model to be robust to outliers is given. EM algorithm [5] is used to estimate the parameter. The usefulness of model selection criteria is also discussed.
Robust Parameter Estimation and Model Selection for Neural Network Regression
In this paper, it is shown that the conventional back-propagation (BPP) algorithm for neural network regression is robust to leverages (data with:n corrupted), but not to outliers (data with y corrupted). A robust model is to model the error as a mixture of normal distribution. The influence function for this mixture model is calculated and the condition for the model to be robust to outliers is given. EM algorithm [5] is used to estimate the parameter. The usefulness of model selection criteria is also discussed.
Robust Parameter Estimation and Model Selection for Neural Network Regression
In this paper, it is shown that the conventional back-propagation (BPP) algorithm for neural network regression is robust to leverages (data with:n corrupted), but not to outliers (data with y corrupted). A robust model is to model the error as a mixture of normal distribution. The influence function for this mixture model is calculated and the condition for the model to be robust to outliers is given. EM algorithm [5] is used to estimate the parameter. The usefulness of model selection criteria is also discussed.
Robust Parameter Estimation and Model Selection for Neural Network Regression
In this paper, it is shown that the conventional back-propagation (BPP) algorithm for neural network regression is robust to leverages (datawith:n corrupted), but not to outliers (data with y corrupted). A robust model is to model the error as a mixture of normal distribution. The influence function for this mixture model is calculated and the condition for the model to be robust to outliers is given. EM algorithm [5] is used to estimate the parameter. The usefulness of model selection criteria is also discussed.