By Linnea Wolniewicz and others

Bayesian Inference with Markov Chain Monte Carlo requires efficient computation of the likelihood function. In some scientific applications, the likelihood must be computed by numerically solving a partial differential equation, which can be prohibitively expensive. We demonstrate that some such problems can be made tractable by amortizing the computation with... Show more

July 29, 2024

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Neural Surrogate HMC: Accelerated Hamiltonian Monte Carlo with a Neural Network Surrogate Likelihood

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