Corpus ID: 233182036

Generalized Bayesian Likelihood-Free Inference Using Scoring Rules Estimators

@inproceedings{Pacchiardi2021GeneralizedBL,
  title={Generalized Bayesian Likelihood-Free Inference Using Scoring Rules Estimators},
  author={Lorenzo Pacchiardi and Ritabrata Dutta},
  year={2021}
}
We propose a framework for Bayesian Likelihood-Free Inference (LFI) based on Generalized Bayesian Inference using scoring rules (SR). SR are used to evaluate probabilistic models given an observation; a proper SR is minimised in expectation when the model corresponds to the true data generating process for the observation. Using a strictly proper SR, for which the above minimum is unique, ensures posterior consistency of our method. As the likelihood function is intractable for LFI, we employ… Expand

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