36-741 Advanced Methods II- Simulation-Based Inference

6 units, Carnegie Mellon University

An introduction to methods for doing statistical inference for generative models where calculating the likelihood is intractable, but running simulations is easy. Classic methods of point estimation ("method of simulated generalized monents"; "indirect inference"; "approximate Bayesian computation"); uncertainty quantification and hypothesis testing; neural-network techniques; random-feature methods.

Prerequisites: none listed

Offered: Fall 2026

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