Hierarchical Implicit Models and Likelihood-Free Variational Inference

Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of implicit models remains limited due to challenges in specifying complex latent structure in them, and in performing inferences in such models with large data sets. In this paper, we first introduce hierarchical implicit models (HIMs). HIMs combine the idea of implicit densities with hierarchical Bayesian modeling, thereby defining models via simulators of data with rich hidden structure. Next, we develop likelihood-free variational inference (LFVI), a scalable variational inference algorithm for HIMs. Key to LFVI is specifying a variational family that is also implicit. This matches the model's flexibility and allows for accurate approximation of the posterior. We demonstrate diverse applications: a large-scale physical simulator for predator-prey populations in ecology; a Bayesian generative adversarial network for discrete data; and a deep implicit model for text generation.Comment: Appears in Neural Information Processing Systems, 201

Learning Parameters of Stochastic Radio Channel Models from Summaries

Estimating parameters of stochastic radio channel models based on new measurement data is an arduous task usually involving multiple steps such as multipath extraction and clustering. We propose two different machine learning methods, one based on approximate Bayesian computation (ABC) and the other on deep learning, for fitting stochastic channel models to data directly. The proposed methods make use of easy-to-compute summary statistics of measured data instead of relying on extracted multipath components. Moreover, the need for post-processing of the extracted multipath components is omitted. Taking the polarimetric propagation graph model as an example stochastic model, we present relevant summaries and evaluate the performance of the proposed methods on simulated and measured data. We find that the methods are able to learn the parameters of the model accurately in simulations. Applying the methods on 60 GHz indoor measurement data yields parameter estimates that generate averaged power delay profile from the model that fits the data