Differentiable Likelihoods for Fast Inversion of 'Likelihood-Free' Dynamical Systems

Hans Kersting, Nicholas Krämer, Martin Schiegg, Christian Daniel, Michael Tiemann, Philipp Hennig

Abstract: Likelihood-free (a.k.a. simulation-based) inference problems are inverse problems with expensive, or intractable, forward models. ODE inverse problems are commonly treated as likelihood-free, as th...