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Simulation-Based Inference (SBI) offers a principled and flexible framework for conducting Bayesian inference in any situation where forward simulations are feasible. However, validating the accuracy and reliability of the inferred…

Instrumentation and Methods for Astrophysics · Physics 2026-01-21 James Alvey , Carlo R. Contaldi , Mauro Pieroni

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

We present a theory-first framework that interprets inference-time adaptation in large language models (LLMs) as online Bayesian state estimation. Rather than modeling rapid adaptation as implicit optimization or meta-learning, we formulate…

Machine Learning · Computer Science 2026-01-13 Andrew Kiruluta

In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…

Methodology · Statistics 2022-01-25 Qinyi Zhang , Veit Wild , Sarah Filippi , Seth Flaxman , Dino Sejdinovic

The kernel embedding algorithm is an important component for adapting kernel methods to large datasets. Since the algorithm consumes a major computation cost in the testing phase, we propose a novel teacher-learner framework of learning…

Machine Learning · Statistics 2017-12-08 Jianqiao Wangni , Jingwei Zhuo , Jun Zhu

Likelihood-free inference (LFI) has been successfully applied to state-space models, where the likelihood of observations is not available but synthetic observations generated by a black-box simulator can be used for inference instead.…

Machine Learning · Computer Science 2023-02-21 Alexander Aushev , Thong Tran , Henri Pesonen , Andrew Howes , Samuel Kaski

We perform approximate inference in state-space models with nonlinear state transitions. Without parameterizing a generative model, we apply Bayesian update formulas using a local linearity approximation parameterized by neural networks.…

Machine Learning · Computer Science 2022-01-26 David Ruhe , Patrick Forré

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Reconstructing the position of an interaction for any dual-phase time projection chamber (TPC) with the best precision is key to directly detecting Dark Matter. Using the likelihood-free framework, a new algorithm to reconstruct the 2-D (x;…

Instrumentation and Methods for Astrophysics · Physics 2019-03-27 U. Simola , B. Pelssers , D. Barge , J. Conrad , J. Corander

The linear conditional expectation (LCE) provides a best linear (or rather, affine) estimate of the conditional expectation and hence plays an important r\^ole in approximate Bayesian inference, especially the Bayes linear approach. This…

Statistics Theory · Mathematics 2021-08-26 Ilja Klebanov , Björn Sprungk , T. J. Sullivan

Likelihood-free inference (LFI) methods, such as approximate Bayesian computation, have become commonplace for conducting inference in complex models. Many approaches are based on summary statistics or discrepancies derived from synthetic…

Methodology · Statistics 2025-06-06 David T. Frazier , Christopher Drovandi , Lucas Kock , David J. Nott

In machine learning, a critical class of decision-related problems concerns preventing predicted undesirable outcomes, referred to as the \textit{avoiding undesired future} (AUF) problem. To address this, the \textit{rehearsal learning}…

Machine Learning · Computer Science 2026-05-12 Wen-Bo Du , Tian-Zuo Wang , Han-Jia Ye , Zhi-Hua Zhou

Recommending items to users has long been a fundamental task, and studies have tried to improve it ever since. Most well-known models commonly employ representation learning to map users and items into a unified embedding space for matching…

Information Retrieval · Computer Science 2025-04-16 Radin Cheraghi , Amir Mohammad Mahfoozi , Sepehr Zolfaghari , Mohammadshayan Shabani , Maryam Ramezani , Hamid R. Rabiee

Decision forests are widely used for classification and regression tasks. A lesser known property of tree-based methods is that one can construct a proximity matrix from the tree(s), and these proximity matrices are induced kernels. While…

Machine Learning · Statistics 2024-10-14 Sambit Panda , Cencheng Shen , Joshua T. Vogelstein

Simulation models of complex dynamics in the natural and social sciences commonly lack a tractable likelihood function, rendering traditional likelihood-based statistical inference impossible. Recent advances in machine learning have…

Machine Learning · Statistics 2022-02-24 Joel Dyer , Patrick Cannon , Sebastian M Schmon

Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…

Machine Learning · Computer Science 2023-11-29 Theo Gruner , Boris Belousov , Fabio Muratore , Daniel Palenicek , Jan Peters

Causal inference has recently gained notable attention across various fields like biology, healthcare, and environmental science, especially within explainable artificial intelligence (xAI) systems, for uncovering the causal relationships…

Machine Learning · Computer Science 2025-01-13 Xiaofeng Xiao , Khawlah Alharbi , Pengyu Zhang , Hantang Qin , Xubo Yue

Many real-life problems are represented as a black-box, i.e., the internal workings are inaccessible or a closed-form mathematical expression of the likelihood function cannot be defined. For continuous random variables likelihood-free…

Machine Learning · Statistics 2020-10-21 Ilze Amanda Auzina , Jakub M. Tomczak

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…

Machine Learning · Computer Science 2015-03-19 Giorgio Corani , Cassio P. De Campos

This study applied Bayesian optimization likelihood-free inference(BOLFI) to virus dynamics experimental data and efficiently inferred the model parameters with uncertainty measure. The computational benefit is remarkable compared to…

Applications · Statistics 2025-09-11 Yingying Xu