10-15 March 2019
Steinmatte conference center
Europe/Zurich timezone

INFERNO: Inference-Aware Neural Optimisation

13 Mar 2019, 16:30
20m
Steinmatte Room A

Steinmatte Room A

Oral Track 2: Data Analysis - Algorithms and Tools Track 2: Data Analysis - Algorithms and Tools

Speaker

Pablo de Castro (Universita e INFN, Padova (IT))

Description

Complex computer simulations are commonly required for accurate data modelling in many scientific disciplines, including experimental High Energy Physics, making statistical inference challenging due to the intractability of the likelihood evaluation for the observed data. Furthermore, sometimes one is interested on inference drawn over a subset of the generative model parameters while taking into account model uncertainty or misspecification on the remaining nuisance parameters. In this work, we show how non-linear summary statistics can be constructed by minimising inference-motivated losses via stochastic gradient descent such they provided the smallest uncertainty for the parameters of interest. As a use case, the problem of confidence interval estimation for the mixture coefficient in a multi-dimensional two-component mixture model (i.e. signal vs background) is considered, where the proposed technique clearly outperforms summary statistics based on probabilistic classification, which are a commonly used alternative but do not account for the presence of nuisance parameters.

Primary author

Pablo de Castro (Universita e INFN, Padova (IT))

Co-author

Tommaso Dorigo (Universita e INFN, Padova (IT))

Presentation materials

Peer reviewing

Paper