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Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…

Methodology · Statistics 2025-08-05 Henry R. Scharf

Likelihood-free inference is concerned with the estimation of the parameters of a non-differentiable stochastic simulator that best reproduce real observations. In the absence of a likelihood function, most of the existing inference methods…

Machine Learning · Statistics 2019-01-03 Arthur Pesah , Antoine Wehenkel , Gilles Louppe

While Bayesian methods are praised for their ability to incorporate useful prior knowledge, in practice, convenient priors that allow for computationally cheap or tractable inference are commonly used. In this paper, we investigate the…

Machine Learning · Statistics 2017-07-14 Willie Neiswanger , Eric Xing

Positron emission tomography (PET) is an important functional medical imaging technique often used in the evaluation of certain brain disorders, whose reconstruction problem is ill-posed. The vast majority of reconstruction methods in PET…

Image and Video Processing · Electrical Eng. & Systems 2023-06-09 Tin Vlašić , Tomislav Matulić , Damir Seršić

Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…

Methodology · Statistics 2022-09-13 Marko Järvenpää , Jukka Corander

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the…

Computation · Statistics 2021-07-27 L. Martino , F. Llorente , E. Curbelo , J. Lopez-Santiago , J. Miguez

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

We report the application of implicit likelihood inference to the prediction of the macro-parameters of strong lensing systems with neural networks. This allows us to perform deep learning analysis of lensing systems within a well-defined…

Instrumentation and Methods for Astrophysics · Physics 2023-01-25 Ronan Legin , Yashar Hezaveh , Laurence Perreault-Levasseur , Benjamin Wandelt

Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…

Computation · Statistics 2013-05-29 Simon R. White , Theodore Kypraios , Simon P. Preston

When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe…

Methodology · Statistics 2025-05-08 Wenhui Sophia Lu , Wing Hung Wong

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…

Methodology · Statistics 2023-11-03 Ali Al Kadhim , Harrison B. Prosper , Olivia F. Prosper

A Neural Process (NP) estimates a stochastic process implicitly defined with neural networks given a stream of data, rather than pre-specifying priors already known, such as Gaussian processes. An ideal NP would learn everything from data…

Machine Learning · Computer Science 2023-04-20 Hyungi Lee , Eunggu Yun , Giung Nam , Edwin Fong , Juho Lee

We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling. This approach allows for the efficient inference of theoretical parameters in high-dimensional…

Machine Learning · Computer Science 2026-02-23 Rajneil Baruah

Approximate Bayesian Computation (ABC) is typically used when the likelihood is either unavailable or intractable but where data can be simulated under different parameter settings using a forward model. Despite the recent interest in ABC,…

Methodology · Statistics 2019-12-24 Rafael Izbicki , Ann B. Lee , Taylor Pospisil

For stochastic models with intractable likelihood functions, approximate Bayesian computation offers a way of approximating the true posterior through repeated comparisons of observations with simulated model outputs in terms of a small set…

Machine Learning · Computer Science 2022-05-24 Carlo Albert , Simone Ulzega , Firat Ozdemir , Fernando Perez-Cruz , Antonietta Mira

The field of image synthesis is currently flourishing due to the advancements in diffusion models. While diffusion models have been successful, their computational intensity has prompted the pursuit of more efficient alternatives. As a…

Computer Vision and Pattern Recognition · Computer Science 2024-06-11 Zanlin Ni , Yulin Wang , Renping Zhou , Jiayi Guo , Jinyi Hu , Zhiyuan Liu , Shiji Song , Yuan Yao , Gao Huang

Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Computation · Statistics 2019-02-26 David J. Warne , Ruth E. Baker , Matthew J. Simpson

Bayesian statistics is concerned with conducting posterior inference for the unknown quantities in a given statistical model. Conventional Bayesian inference requires the specification of a probabilistic model for the observed data, and the…

Methodology · Statistics 2023-05-11 David T. Frazier , Christopher Drovandi , David J. Nott

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Time series forecasting under distribution shift remains challenging, as existing deep learning models often rely on local statistical normalization (e.g., mean and variance) that fails to capture global distribution shift. Methods like…

Machine Learning · Computer Science 2025-11-18 Yujie Li , Zezhi Shao , Chengqing Yu , Yisong Fu , Tao Sun , Yongjun Xu , Fei Wang
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