Easy High-Dimensional Likelihood-Free Inference (1711.11139v2)

Abstract: We introduce a framework using Generative Adversarial Networks (GANs) for likelihood--free inference (LFI) and Approximate Bayesian Computation (ABC) where we replace the black-box simulator model with an approximator network and generate a rich set of summary features in a data driven fashion. On benchmark data sets, our approach improves on others with respect to scalability, ability to handle high dimensional data and complex probability distributions.