Speaker:

Lukas Heinrich

Institution:

Technical University of Munich

Date:

Tuesday, August 30, 2022

Time:

11:00 am

Location:

Zoom Seminar

**Abstract:**

The design of optimal test statistics is a key task in frequentist statistics and for a number of scenarios optimal test statistics such as the profile-likelihood ratio are known. By turning this argument around we can find the profile likelihood ratio even in likelihood-free cases, where only samples from a simulator are available, by optimizing a test statistic within those scenarios. We propose a likelihood-free training algorithm that produces test statistics that are equivalent to the profile likelihood ratios in cases where the latter is known to be optimal.

Article: https://arxiv.org/abs/2203.13079

Host:

Daniel Whiteson