Title: Easy High-Dimensional Likelihood-Free Inference,
Abstract: We introduce a framework using Generative Adversarial Networks (GANs) for
likelihood--free inference (LFI) and Approximate Bayesian Computation (ABC)
where we replace the black-box simulator model with an approximator network and
generate a rich set of summary features in a data driven fashion. On benchmark
data sets, our approach improves on others with respect to scalability, ability
to handle high dimensional data and complex probability distributions.