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Maximum Likelihood Learning of Unnormalized Models for Simulation-Based Inference

Machine Learning 2023-04-19 v2 Machine Learning

Abstract

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a conditional energy-based model (EBM) of the likelihood using synthetic data generated by the simulator, conditioned on parameters drawn from a proposal distribution. The learned likelihood can then be combined with any prior to obtain a posterior estimate, from which samples can be drawn using MCMC. Our methods uniquely combine a flexible Energy-Based Model and the minimization of a KL loss: this is in contrast to other synthetic likelihood methods, which either rely on normalizing flows, or minimize score-based objectives; choices that come with known pitfalls. We demonstrate the properties of both methods on a range of synthetic datasets, and apply them to a neuroscience model of the pyloric network in the crab, where our method outperforms prior art for a fraction of the simulation budget.

Keywords

Cite

@article{arxiv.2210.14756,
  title  = {Maximum Likelihood Learning of Unnormalized Models for Simulation-Based Inference},
  author = {Pierre Glaser and Michael Arbel and Samo Hromadka and Arnaud Doucet and Arthur Gretton},
  journal= {arXiv preprint arXiv:2210.14756},
  year   = {2023}
}
R2 v1 2026-06-28T04:34:14.214Z