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Wang, Z.* ; Hasenauer, J. ; Schälte, Y.

Missing data in amortized simulation-based neural posterior estimation.

PLoS Comput. Biol. 20:e1012184 (2024)
Verlagsversion DOI PMC
Open Access Gold
Creative Commons Lizenzvertrag
Amortized simulation-based neural posterior estimation provides a novel machine learning based approach for solving parameter estimation problems. It has been shown to be computationally efficient and able to handle complex models and data sets. Yet, the available approach cannot handle the in experimental studies ubiquitous case of missing data, and might provide incorrect posterior estimates. In this work, we discuss various ways of encoding missing data and integrate them into the training and inference process. We implement the approaches in the BayesFlow methodology, an amortized estimation framework based on invertible neural networks, and evaluate their performance on multiple test problems. We find that an approach in which the data vector is augmented with binary indicators of presence or absence of values performs the most robustly. Indeed, it improved the performance also for the simpler problem of data sets with variable length. Accordingly, we demonstrate that amortized simulation-based inference approaches are applicable even with missing data, and we provide a guideline for their handling, which is relevant for a broad spectrum of applications.
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Publikationstyp Artikel: Journalartikel
Dokumenttyp Wissenschaftlicher Artikel
Korrespondenzautor
Schlagwörter Systems
ISSN (print) / ISBN 1553-734X
e-ISSN 1553-7358
Quellenangaben Band: 20, Heft: 6, Seiten: , Artikelnummer: e1012184 Supplement: ,
Verlag Public Library of Science (PLoS)
Verlagsort 1160 Battery Street, Ste 100, San Francisco, Ca 94111 Usa
Nichtpatentliteratur Publikationen
Begutachtungsstatus Peer reviewed
Förderungen Joachim Herz Stiftung
German Research Foundation (DFG) under Germany's Excellence Strategy
German Federal Ministry of Education and Research (BMBF)