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#1 Learning Likelihood-Free Reference Priors [PDF] [Copy] [Kimi2] [REL]

Authors: Nick Bishop, Daniel Jarne Ornia, Joel Dyer, Anisoara Calinescu, Michael Wooldridge

Simulation modeling offers a flexible approach to constructing high-fidelity synthetic representations of complex real-world systems. However, the increased complexity of such models introduces additional complications, for example when carrying out statistical inference procedures. This has motivated a large and growing literature on *likelihood-free* or *simulation-based* inference methods, which approximate (e.g., Bayesian) inference without assuming access to the simulator's intractable likelihood function. A hitherto neglected problem in the simulation-based Bayesian inference literature is the challenge of constructing minimally informative *reference priors* for complex simulation models. Such priors maximise an expected Kullback-Leibler distance from the prior to the posterior, thereby influencing posterior inferences minimally and enabling an ``objective'' approach to Bayesian inference that does not necessitate the incorporation of strong subjective prior beliefs. In this paper, we propose and test a selection of likelihood-free methods for learning reference priors for simulation models, using variational approximations to these priors and a variety of mutual information estimators. Our experiments demonstrate that good approximations to reference priors for simulation models are in this way attainable, providing a first step towards the development of likelihood-free objective Bayesian inference procedures.

Subject: ICML.2025 - Poster