提出一种统一生成建模框架,用神经网络直接估算后验分布,效率更高且无需密度求解。
Generative Modeling: A Review
- 基于噪声外置定理,用神经网络将参数-结果对映射为确定性函数
- 在埃博拉传播模型中,后验估计精度高且计算成本显著低于传统方法
- 无需可逆结构或密度评估,适合复杂模拟推断任务,尤其适合贝叶斯计算
我们围绕三类生成器组织生成建模文献:因果推断中的反事实结果分布估计、从模拟的参数-结果对中恢复后验分布、以及形成预测结果分布。该统一框架基于Kallenberg的噪声外置定理,将条件分布表示为输入与独立噪声变量的确定性函数。在此基础上,我们提出了生成贝叶斯计算方法,属于参数-结果类:一种在模拟数据对上以pinball损失训练的分位数神经网络,直接目标是参数后验,无需可逆架构或密度评估;当参数与结果角色互换后,也可作为预测生成器使用。我们在基于代理的埃博拉传播应用中验证了该框架,结果显示生成贝叶斯计算在保持高精度的同时,计算成本远低于拒绝采样类模拟推断方法,且避免了现有生成器对密度评估和可逆性的依赖。
原文摘要 · Abstract (English)
We organize the generative-modeling literature around three classes of generators, corresponding to three distinct inferential tasks: estimating counterfactual outcome distributions in causal inference, recovering posteriors from simulated parameter--outcome pairs, and forming predictive outcome distributions. The unifying representation relies on the noise outsourcing theorem of Kallenberg, which expresses a conditional distribution as a deterministic function of its inputs and an independent noise variable. Within this organization we develop generative Bayesian computation, a method in the parameter--outcome class: a quantile neural network, trained on simulated pairs under the pinball loss, that targets the posterior of the parameter directly, without invertible architectures or density evaluation, and that serves equally as a predictive generator once the roles of parameter and outcome are exchanged. We illustrate the framework on an agent-based Ebola transmission application, where generative Bayesian computation recovers accurate posteriors at substantially lower cost than rejection-based simulation inference, while avoiding the density-evaluation and invertibility constraints of competing generators.
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