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When feeding the data to our trained network, we almost immediately obtain posterior model probabilities for each of the 5000 data sets:
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```python
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model_probs =amortizer.posterior_probs(sims)
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model_probs =amortized_bmc.posterior_probs(sims)
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```
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How good are these predicted probabilities in the closed world? We can have a look at the calibration:
@@ -257,13 +257,35 @@ C. (2021). Amortized Bayesian Model Comparison with Evidental Deep Learning.
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doi:10.1109/TNNLS.2021.3124052 available for free at: https://arxiv.org/abs/2004.10629
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- Schmitt, M., Radev, S. T., & Bürkner, P. C. (2022). Meta-Uncertainty in
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Bayesian Model Comparison. <em>ArXiv preprint</em>, available for free at:
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https://arxiv.org/abs/2210.07278
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Bayesian Model Comparison. In <em>International Conference on Artificial Intelligence
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and Statistics</em>, 11-29, PMLR, available for free at: https://arxiv.org/abs/2210.07278
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- Elsemüller, L., Schnuerch, M., Bürkner, P. C., & Radev, S. T. (2023). A Deep
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Learning Method for Comparing Bayesian Hierarchical Models. <em>ArXiv preprint</em>,
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available for free at: https://arxiv.org/abs/2301.11873
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## Likelihood emulation
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Example coming soon...
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In order to learn the exchangeable (i.e., permutation invariant) likelihood from the minimal example instead of the posterior, you may use the `AmortizedLikelihood` wrapper:
This wrapper can interact with a `Trainer` instance in the same way as the `AmortizedPosterior`. Finally, you can also learn the likelihood and the posterior *simultaneously* by using the `AmortizedPosteriorLikelihood` wrapper and choosing your preferred training scheme:
Learning both densities enables us to approximate marginal likelihoods or perform approximate leave-one-out cross-validation (LOO-CV) for prior or posterior predictive model comparison, respectively.
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### References and Further Reading
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Radev, S. T., Schmitt, M., Pratz, V., Picchini, U., Köthe, U., & Bürkner, P. C. (2023).
available for free at: https://arxiv.org/abs/2302.09125
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## Support
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This work is supported by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany’s Excellence Strategy -– EXC-2181 - 390900948 (the Heidelberg Cluster of Excellence STRUCTURES) and -- EXC-2075 - 390740016 (the Stuttgart Cluster of Excellence SimTech), the Informatics for Life initiative funded by the Klaus Tschira Foundation, and Google Cloud through the Academic Research Grants program.
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