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Bayesian Inference of Expensive Simulators: Survey and Comparison of Design Choices

Soldát, Šimon et al.
arXiv (All) · Papers
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62l05g-3i-2-6machine-learning
We present a survey of approaches to Bayesian inference with simulator forward models, focusing on settings with prohibitively expensive simulators. In this domain, Bayesian optimization-based methods have emerged as the most promising approach. We unify existing methods into a general framework, en
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