Deep Bayes Factors

arXiv:2312.05411v2 Announce Type: replace-cross
Abstract: The is no other model or hypothesis verification tool in Bayesian statistics that is as widely used as the Bayes factor. We focus on generative models that are likelihood-free and, therefore, render the computation of Bayes factors (marginal likelihood ratios) far from obvious. We propose a deep learning estimator of the Bayes factor based on simulated data from two competing models using the likelihood ratio trick. This estimator is devoid of summary statistics and obviates …

abstract arxiv bayes bayesian computation deep learning estimator focus free generative generative models hypothesis likelihood render replace stat.co statistics stat.me stat.ml tool type verification