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Related papers: SBI -- A toolkit for simulation-based inference

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Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…

Econometrics · Economics 2024-02-20 Joel Dyer , Patrick Cannon , J. Doyne Farmer , Sebastian Schmon

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

Research on Symbolic Probabilistic Inference (SPI) [2, 3] has provided an algorithm for resolving general queries in Bayesian networks. SPI applies the concept of dependency directed backward search to probabilistic inference, and is…

Artificial Intelligence · Computer Science 2013-03-26 Kuo-Chu Chang , Robert Fung

A major challenge in sample-based inference (SBI) for Bayesian neural networks is the size and structure of the networks' parameter space. Our work shows that successful SBI is possible by embracing the characteristic relationship between…

Machine Learning · Computer Science 2024-05-29 Emanuel Sommer , Lisa Wimmer , Theodore Papamarkou , Ludwig Bothmann , Bernd Bischl , David Rügamer

Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for…

Machine Learning · Statistics 2026-02-11 Sherman Khoo , Dennis Prangle , Song Liu , Mark Beaumont

Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…

Machine Learning · Statistics 2024-02-20 Amanda Lenzi , Haavard Rue

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…

Machine Learning · Computer Science 2023-04-19 Pierre Glaser , Michael Arbel , Samo Hromadka , Arnaud Doucet , Arthur Gretton

Upcoming astronomical surveys will observe billions of galaxies across cosmic time, providing a unique opportunity to map the many pathways of galaxy assembly to an incredibly high resolution. However, the huge amount of data also poses an…

Instrumentation and Methods for Astrophysics · Physics 2022-11-08 Bingjie Wang , Joel Leja , Ashley Villar , Joshua S. Speagle

Most of the fundamental, emergent, and phenomenological parameters of particle and nuclear physics are determined through parametric template fits. Simulations are used to populate histograms which are then matched to data. This approach is…

High Energy Physics - Phenomenology · Physics 2025-03-12 Benjamin Sluijter , Sascha Diefenbacher , Wahid Bhimji , Benjamin Nachman

Computer simulations have long presented the exciting possibility of scientific insight into complex real-world processes. Despite the power of modern computing, however, it remains challenging to systematically perform inference under…

Machine Learning · Computer Science 2024-12-10 Sam Griesemer , Defu Cao , Zijun Cui , Carolina Osorio , Yan Liu

Simulation based inference (SBI) methods enable the estimation of posterior distributions when the likelihood function is intractable, but where model simulation is feasible. Popular neural approaches to SBI are the neural posterior…

Machine Learning · Statistics 2024-04-23 Xiaoyu Wang , Ryan P. Kelly , David J. Warne , Christopher Drovandi

Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…

Methodology · Statistics 2024-03-04 Yuling Yao , Bruno Régaldo-Saint Blancard , Justin Domke

Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…

Signal Processing · Electrical Eng. & Systems 2023-10-10 Zhixiang Hu , An Liu , Minjian Zhao

Neural likelihood estimation methods for simulation-based inference can suffer from performance degradation when the modeled data is very high-dimensional or lies along a lower-dimensional manifold, which is due to the inability of the…

Machine Learning · Statistics 2025-06-12 Simon Dirmeier , Carlo Albert , Fernando Perez-Cruz

Prediction algorithms, such as deep neural networks (DNNs), are used in many domain sciences to directly estimate internal parameters of interest in simulator-based models, especially in settings where the observations include images or…

Machine Learning · Statistics 2023-11-14 Luca Masserano , Tommaso Dorigo , Rafael Izbicki , Mikael Kuusela , Ann B. Lee

We develop the framework of Linear Simulation-based Inference (LSBI), an application of simulation-based inference where the likelihood is approximated by a Gaussian linear function of its parameters. We obtain analytical expressions for…

Instrumentation and Methods for Astrophysics · Physics 2025-01-08 Nicolas Mediato-Diaz , Will Handley

We propose a new framework for the analysis of current and future cosmological surveys, which combines perturbative methods (PT) on large scales with conditional simulation-based implicit inference (SBI) on small scales. This enables…

Cosmology and Nongalactic Astrophysics · Physics 2023-09-20 Chirag Modi , Oliver H. E. Philcox

Simulation-based inference (SBI) solves statistical inverse problems by repeatedly running a stochastic simulator and inferring posterior distributions from model-simulations. To improve simulation efficiency, several inference methods take…

Machine Learning · Statistics 2022-11-11 Michael Deistler , Pedro J Goncalves , Jakob H Macke

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Reasoning on large and complex real-world models is a computationally difficult task, yet one that is required for effective use of many AI applications. A plethora of inference algorithms have been developed that work well on specific…

Artificial Intelligence · Computer Science 2016-06-13 Avi Pfeffer , Brian Ruttenberg , William Kretschmer
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