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.
& Del Moral, P.Feynman-kac formulae:Genealogical and Interacting Par- ticle Systems with Applications(Springer, 2004)
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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.