Neural networks for parameter estimation in intractable models

• Published in: Computational statistics & data analysis Vol. 185; no. C; p. 107762
• Main Authors: Lenzi, Amanda, Bessac, Julie, Rudi, Johann, Stein, Michael L.
• Format: Journal Article
• Language: English
• Published: Netherlands Elsevier B.V 01.09.2023; Elsevier
• Subjects: data analysis; data collection; Deep neural networks; Intractable likelihood; Max-stable distributions; Parameter estimation; statistics; Parameter estimation; Deep neural networks; Max-stable distributions; Intractable likelihood

The goal is to use deep learning models to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. For instance, inference for max-stable processes is exceptionally challenging even with small datasets, but simulation is straightforward....