High-fidelity simulators that connect theoretical models with observations are indispensable tools in many sciences. When coupled with machine learning, a simulator makes it possible to infer the parameters of a theoretical model directly from real and simulated observations without explicit use of the likelihood function. This is of particular interest when the latter is intractable. We introduce a simple modification of the recently proposed likelihood-free frequentist inference (LF2I) approach that has some computational advantages. The utility of our algorithm is illustrated by applying it to three pedagogically interesting examples: the first is from cosmology, the second from high-energy physics and astronomy, both with tractable likelihoods, while the third, with an intractable likelihood, is from epidemiology.
Reliable modeling of conditional densities is important for quantitative scientific fields such as particle physics. In domains outside physics, implicit quantile neural networks (IQN) have been shown to provide accurate models of conditional densities. We present a successful application of IQNs to jet simulation and correction using the tools and simulated data from the Compact Muon Solenoid (CMS) Open Data portal.