LF2I

Likelihood-Free Frequentist Inference: Bridging Classical Statistics and Machine Learning for Reliable Simulator-Based Inference
We introduce Likelihood-Free Frequentist Inference (LF2I), a framework that bridges classical statistics and machine learning for valid confidence sets in complex, likelihood-free settings. LF2I provides confidence sets with near finite-sample validity and offers practical diagnostics for empirical coverage, ensuring reliable scientific inference without costly Monte Carlo or bootstrap methods.
N. Dalmasso, L. Masserano, D. Zhao, Rafael Izbicki, A. B. Lee
June, 2024 Electronic Journal of Statistics
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Likelihood-Free Frequentist Inference: Bridging Classical Statistics and Machine Learning for Reliable Simulator-Based Inference