T-SNL modifies sequential neural likelihood estimation with truncation to achieve better accuracy, stability, scalability, and amortization for simulation-based inference in state-space models.
& MacKay, D.Ellip- tical slice sampling.Proceedings of the thirteenth international conference on arti- ficial intelligence and statistics, 541–548
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Truncated Neural Likelihood Estimation for Simulation-Based Inference in State-Space Models
T-SNL modifies sequential neural likelihood estimation with truncation to achieve better accuracy, stability, scalability, and amortization for simulation-based inference in state-space models.