Implicit Maximum Likelihood Estimation
Authors: Ke Li, Jitendra Malik
Keywords: likelihood-free inference, implicit probabilistic models
TL;DR: We develop a new likelihood-free parameter estimation method that is equivalent to maximum likelihood under some conditions
Abstract: Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require knowledge of the form of the likelihood function or any derived quantities, but can be shown to be equivalent to maximizing likelihood under some conditions. Our result holds in the non-asymptotic parametric setting, where both the capacity of the model and the number of data examples are finite. We also demonstrate encouraging experimental results.