Related papers: Automatic Posterior Transformation for Likelihood-…

In this paper, we extend the functional approach for calculating the EFT likelihood by applying the saddle-point expansion. We demonstrate that, after suitable reformulation, the likelihood expression is consistent with the path integral…

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Inference and decision making under uncertainty are key processes in every autonomous system and numerous robotic problems. In recent years, the similarities between inference and decision making triggered much work, from developing unified…

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

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…

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…

Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…

Approximate Bayesian computation (ABC) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of…

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Amortized simulation-based inference (SBI) methods train neural networks on simulated data to perform Bayesian inference. While this strategy avoids the need for tractable likelihoods, it often requires a large number of simulations and has…

Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…

In this paper, we introduce a new form of amortized variational inference by using the forward KL divergence in a joint-contrastive variational loss. The resulting forward amortized variational inference is a likelihood-free method as its…

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Bayesian Likelihood-Free Inference methods yield posterior approximations for simulator models with intractable likelihood. Recently, many works trained neural networks to approximate either the intractable likelihood or the posterior…

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…

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

The Peaks Over Threshold (POT) method is the most popular statistical method for the analysis of univariate extremes. Even though there is a rich applied literature on Bayesian inference for the POT, the asymptotic theory for such proposals…

This paper demonstrates the application of Bayesian Artificial Neural Networks to Ordinary Differential Equation (ODE) inverse problems. We consider the case of estimating an unknown chaotic dynamical system transition model from state…

This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the…

Likelihood-free (a.k.a. simulation-based) inference problems are inverse problems with expensive, or intractable, forward models. ODE inverse problems are commonly treated as likelihood-free, as their forward map has to be numerically…