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Summary of Amortized Bayesian Workflow (extended Abstract), by Marvin Schmitt et al.


Amortized Bayesian Workflow (Extended Abstract)

by Marvin Schmitt, Chengkun Li, Aki Vehtari, Luigi Acerbi, Paul-Christian Bürkner, Stefan T. Radev

First submitted to arxiv on: 6 Sep 2024

Categories

  • Main: Machine Learning (cs.LG)
  • Secondary: Machine Learning (stat.ML)

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GrooveSquid.com Paper Summaries

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Summary difficulty Written by Summary
High Paper authors High Difficulty Summary
Read the original abstract here
Medium GrooveSquid.com (original content) Medium Difficulty Summary
This paper proposes an adaptive workflow that balances computational speed and sampling accuracy for Bayesian inference. The approach integrates rapid amortized inference and gold-standard MCMC techniques to achieve both speed and accuracy when performing inference on many observed datasets. The workflow uses principled diagnostics to guide the choice of inference method for each dataset, moving along the Pareto front from fast amortized sampling to slower but guaranteed-accurate MCMC when necessary. By reusing computations across steps, the approach creates synergies between amortized and MCMC-based inference.
Low GrooveSquid.com (original content) Low Difficulty Summary
This paper helps make Bayesian inference faster and better. It combines two ways of doing Bayesian inference – one that’s fast but not always accurate, and another that’s slower but more accurate. The combination makes it possible to do Bayesian inference quickly and accurately on many datasets at once. This is important because Bayesian inference has lots of applications in fields like climate science and medicine.

Keywords

» Artificial intelligence  » Bayesian inference  » Inference