arXiv subjects

Cecilia Viscardi

Publications and source records attributed to Cecilia Viscardi.

4 recordsLinked to original sources

arXiv2026

A Decision-Theoretic Framework for Comparing Likelihood Ratio Methods for the Rare Type Match Problem

The rare type match problem is a challenging situation faced by a forensic statistician who aims at providing the value of a match between some characteristic of a crime stain and the corresponding characteristic of a suspect's stain when this characteristic has not been observed before. Several methods have been designed in the literature to assess likelihood ratios for the rare type match case when evidence consists of a Y-STR profile found on the crime scene matching the Y-STR profile of a designated suspect. We develop a general Bayesian decision-theoretic framework for quantifying the expected cost of alternative approaches using the logarithmic scoring rule. The framework provides a novel formalization of the posterior cross-entropy, which explicitly enhances the contribution of the method-specific strategy used to extract information from the data. We revisit existing decompositions of posterior cross-entropy and introduce a new complementary decomposition that provides a more interpretable characterization of this contribution. This work compares nine different methods by assessing their performance using empirical validation experiments. Its ultimate goal is to provide forensic experts and triers of fact with methodological insight and a pre-experimental guide to these alternative approaches.

stat.ME↗

arXiv2026

Full Bayesian Reinforcement Learning via LF-IBIS

Reinforcement Learning (RL) is a sequential decision-making framework in which an agent learns optimal policies through interaction with an environment by maximizing cumulative rewards. Among RL methods, Bayesian Reinforcement Learning (BRL) addresses common practical challenges related to data scarcity by leveraging prior knowledge about the environment and sequential belief updates. However, most BRL approaches require an explicit likelihood function, which is frequently inaccessible or intractable in real-world settings. We propose Likelihood-Free Iterated Batch Importance Sampling (LF-IBIS), a novel algorithm for BRL that updates the agent's beliefs online as new interactions become available. By combining Approximate Bayesian Computation with Iterated Batch Importance Sampling, LF-IBIS enables full Bayesian inference in settings where the environment dynamics are not described by an explicit or tractable likelihood. The method yields approximate posterior distributions over both environment parameters and optimal policies, providing a quantification of policy uncertainty useful for a Bayesian treatment of the exploration-exploitation trade-off. We test the method on a simulation study in response-adaptive randomization in clinical trials, where closed-form posteriors enable validation. Additional experiments address settings where the posterior has no closed form and illustrate online policy updating based on the posterior distribution of the optimal policy.

stat.ML↗

arXiv2025

A Comparison of Kernels for ABC-SMC

A popular method for likelihood-free inference is approximate Bayesian computation sequential Monte Carlo (ABC-SMC) algorithms. These approximate the posterior using a population of particles, which are updated using Markov kernels. Several such kernels have been proposed. In this paper we review these, highlighting some less well known choices, and proposing some novel options. Further, we conduct an extensive empirical comparison of kernel choices. Our results suggest using a one-hit kernel with a mixture proposal as a default choice.

stat.CO↗

arXiv2023

Distilling Importance Sampling for Likelihood Free Inference

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we view the simulator as a function whose inputs are (1) the parameters and (2) a vector of pseudo-random draws. We attempt to infer all these inputs conditional on the observations. This is challenging as the resulting posterior can be high dimensional and involve strong dependence. We approximate the posterior using normalizing flows, a flexible parametric family of densities. Training data is generated by likelihood-free importance sampling with a large bandwidth value epsilon, which makes the target similar to the prior. The training data is "distilled" by using it to train an updated normalizing flow. The process is iterated, using the updated flow as the importance sampling proposal, and slowly reducing epsilon so the target becomes closer to the posterior. Unlike most other likelihood-free methods, we avoid the need to reduce data to low dimensional summary statistics, and hence can achieve more accurate results. We illustrate our method in two challenging examples, on queuing and epidemiology.

stat.CO↗