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Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such…

Methodology · Statistics 2015-05-14 Christopher C. Drovandi , Anthony N. Pettitt , Anthony Lee

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

LibBi is a software package for state-space modelling and Bayesian inference on modern computer hardware, including multi-core central processing units (CPUs), many-core graphics processing units (GPUs) and distributed-memory clusters of…

Computation · Statistics 2013-06-17 Lawrence M. Murray

We establish a unified statistical framework that underscores the crucial role statistical inference plays in Quantum Amplitude Estimation (QAE), a task essential to fields ranging from chemistry to finance and machine learning. We use this…

Quantum Physics · Physics 2026-01-14 Qilin Li , Atharva Vidwans , Yazhen Wang , Micheline B. Soley

Bayesian analyses are often performed using so-called noninformative priors, with a view to achieving objective inference about unknown parameters on which available data depends. Noninformative priors depend on the relationship of the data…

Methodology · Statistics 2013-08-14 Nicholas Lewis

Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…

Machine Learning · Statistics 2026-02-11 Erdong Guo , David Draper

Simulation-based inference (SBI) offers a flexible and general approach to performing Bayesian inference: In SBI, a neural network is trained on synthetic data simulated from a model and used to rapidly infer posterior distributions for…

Machine Learning · Computer Science 2025-10-28 Julius Vetter , Manuel Gloeckler , Daniel Gedon , Jakob H. Macke

Determining the best model or models for a particular data set, a process known as Bayesian model comparison, is a critical part of probabilistic inference. Typically, this process assumes a fixed model-space (that is, a fixed set of…

Quantitative Methods · Quantitative Biology 2019-01-08 Thomas HB FitzGerald , Dorothea Hammerer , Thomas D Sambrook , Will D Penny

Bayesian inference methods are useful in infectious diseases modeling due to their capability to propagate uncertainty, manage sparse data, incorporate latent structures, and address high-dimensional parameter spaces. However, parameter…

Methodology · Statistics 2025-04-29 Xiahui Li , Fergus Chadwick , Ben Swallow

We introduce the Bayesian Global Sky Model (B-GSM), a novel data-driven Bayesian approach to modelling radio foregrounds at frequencies <400~MHz. B-GSM aims to address the limitations of previous models by incorporating robust error…

Instrumentation and Methods for Astrophysics · Physics 2025-11-12 George Carter , Will Handley , Mark Ashdown , Nima Razavi-Ghods

Bayesian Generative AI (BayesGen-AI) methods are developed and applied to Bayesian computation. BayesGen-AI reconstructs the posterior distribution by directly modeling the parameter of interest as a mapping (a.k.a. deep learner) from a…

Computation · Statistics 2024-02-27 Nicholas G. Polson , Vadim Sokolov

A new Approximate Bayesian Computation (ABC) algorithm for Bayesian updating of model parameters is proposed in this paper, which combines the ABC principles with the technique of Subset Simulation for efficient rare-event simulation, first…

Computation · Statistics 2014-04-25 Manuel Chiachio , James L. Beck , Juan Chiachio , Guillermo Rus

This is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples…

Instrumentation and Methods for Astrophysics · Physics 2025-05-26 Eric Thrane , Colm Talbot

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

The Bayesian evidence is a key tool in model selection, allowing a comparison of models with different numbers of parameters. Its use in analysis of cosmological models has been limited by difficulties in calculating it, with current…

Cosmology and Nongalactic Astrophysics · Physics 2023-02-01 Juan Garcia-Bellido

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…

Computation · Statistics 2015-05-12 Peter J. Green , Krzysztof Łatuszyński , Marcelo Pereyra , Christian P. Robert

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

Numerical Analysis · Mathematics 2023-08-14 Vinh Hoang , Luis Espath , Sebastian Krumscheid , Raúl Tempone

As gravitational-wave catalogs grow, they will become increasingly computationally expensive to analyze in their entirety, especially when inferring astrophysical source populations with high-dimensional, flexible models. Bayesian…

Instrumentation and Methods for Astrophysics · Physics 2026-02-25 Noah E. Wolfe , Matthew Mould , John Veitch , Salvatore Vitale

For complex simulation problems, inferring parameters often precludes the use of classical likelihood-based techniques due to intractable likelihoods. Simulation-based inference (SBI) methods offer a likelihood-free approach to directly…

Machine Learning · Computer Science 2026-04-16 Haley Rosso , Talea Mayo

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig