Mixture density network estimation of continuous variable maximum likelihood using discrete training samples

Abstract Mixture density networks (MDNs) can be used to generate posterior density functions of model parameters $$\varvec{\theta }$$ θ given a set of observables $${\mathbf {x}}$$ x . In some applications, training data are available only for discrete values of a continuous parameter $$\varvec{\the...

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Bibliographic Details
Main Authors: Charles Burton, Spencer Stubbs, Peter Onyisi
Format: Article
Language:English
Published: SpringerOpen 2021-07-01
Series:European Physical Journal C: Particles and Fields
Online Access:https://doi.org/10.1140/epjc/s10052-021-09469-y
Description
Summary:Abstract Mixture density networks (MDNs) can be used to generate posterior density functions of model parameters $$\varvec{\theta }$$ θ given a set of observables $${\mathbf {x}}$$ x . In some applications, training data are available only for discrete values of a continuous parameter $$\varvec{\theta }$$ θ . In such situations, a number of performance-limiting issues arise which can result in biased estimates. We demonstrate the usage of MDNs for parameter estimation, discuss the origins of the biases, and propose a corrective method for each issue.
ISSN:1434-6044
1434-6052