arXiv:2607.25026stat.MEcs.LG2026-07

用仿真实现参数估计,结合归一化流与矩约束概率,提升复杂模型拟合精度。

Simulation-based parameter estimation via a combination of embedded normalizing flows and implied empirical probabilities under moment restrictions

  • 先用嵌入式归一化流转换残差分布为简单基分布。
  • 在矩约束下用经验似然估计,将变换后残差视为离散抽样点。
  • 可生成替代模型,用于误差分析和敏感性评估,适合复杂系统建模者。

本文提出一种基于仿真的参数估计框架,适用于由物理系统计算模拟定义的模型。该框架包含两个紧密耦合的步骤:第一,利用嵌入式归一化流将未知的复杂残差分布转化为简单的基分布;第二,在矩约束下使用经验似然估计,对基分布施加间接约束,使变换后的残差信息可视为来自有限单元离散分布的随机样本。通过一阶梯度方法更新模型及归一化流的参数,借助隐式微分技术获取经验似然函数相关的梯度信息。本方法具有信息论视角,支持算法实现。此外,参数化归一化流的逆映射可作为计算模拟模型的代理模型,用于量化模型偏差与敏感性分析。

原文摘要 · Abstract (English)

In this work, we present a simulation-based parameter estimation framework for a model defined by a computational simulation of a physical system. We specifically outline an estimation framework consisting of two closely-integrated steps that facilitate an overall end-to-end parameter estimation scheme. The first step involves utilizing an embedded normalizing flow which is used to transform the unknown complex distribution of the residual information into a simple base distribution corresponding to the transformed residual information. In the second step, an empirical-likelihood estimator, under moment restrictions, is utilized for imposing an indirect constrain on the base distribution, where such an instantiated task reasonably allows us to treat the transformed residual information as random variables arising from discretely distribution population with each transformed data point as a single-cell from a set of finite-cell contingencies. Moreover, we use first-order gradient methods for updating the estimated parameter values of the model defined by the computational simulation and the corresponding parametrized embedded normalizing flow, that call for all gradient-related information by leveraging implicitly differentiations of the empirical-likelihood function, which is constructed from the implied empirical probabilities under moment restrictions. Here, it is worth mentioning that the problem formulation presented in this work, which highlights an information-theoretic interpretation, allows to present a computational framework for algorithmic implementations. Finally, as a-by-product, the inverse of the parametrized embedded normalizing flow, w.r.t. the estimated parameter values, serves as a surrogate model for the computational simulation model, which provides useful information for quantifying model discrepancies and sensitivity analysis.

参数估计归一化流经验似然仿真建模

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。