Neural composite likelihood estimation: simulation based inference for time series
arXiv:2609.21762v1 Announce Type: cross Abstract: Simulation based inference (SBI) circumvents the challenge of intractable likelihoods by using a simulator that generates data given parameter values. For instance, neural likelihood estimation (NLE) estimates the likelihood function by training a n…
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- 2026-09-21 04:00 · arXiv stat.ML
Neural composite likelihood estimation: simulation based inference for time series