用神经网络加速混合模型的贝叶斯推断,解决传统方法难、慢的问题。
Amortized Bayesian Mixture Models
- 用生成网络推参数,分类网络判归属,分离推断流程
- 支持独立与依赖型混合模型,可做滤波与平滑
- 无需显式似然函数,适合复杂数据结构
有限混合模型适用于观测数据由多个不同过程生成但无明确归属信息的场景。估计贝叶斯混合模型面临高维后验推断和标签切换等计算挑战,且传统方法如MCMC要求各成分似然可解析。本文提出一种面向混合模型的摊销贝叶斯推断(Amortized Bayesian Inference, ABI)新扩展:将后验分解为参数分布与类别混合指标分布,结合生成神经网络进行参数推断、分类网络识别混合归属。该框架支持独立与依赖型混合模型,实现滤波与平滑。在合成与真实数据集上验证了方法的有效性。
原文摘要 · Abstract (English)
Finite mixtures are a broad class of models useful in scenarios where observed data is generated by multiple distinct processes but without explicit information about the responsible process for each data point. Estimating Bayesian mixture models is computationally challenging due to issues such as high-dimensional posterior inference and label switching. Furthermore, traditional methods such as MCMC are applicable only if the likelihoods for each mixture component are analytically tractable. Amortized Bayesian Inference (ABI) is a simulation-based framework for estimating Bayesian models using generative neural networks. This allows the fitting of models without explicit likelihoods, and provides fast inference. ABI is therefore an attractive framework for estimating mixture models. This paper introduces a novel extension of ABI tailored to mixture models. We factorize the posterior into a distribution of the parameters and a distribution of (categorical) mixture indicators, which allows us to use a combination of generative neural networks for parameter inference, and classification networks for mixture membership identification. The proposed framework accommodates both independent and dependent mixture models, enabling filtering and smoothing. We validate and demonstrate our approach through synthetic and real-world datasets.
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