
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