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Neural Posterior Estimation (NPE) enables rapid parameter inference for complex simulators with intractable likelihoods. NPE trains an inference network to estimate a probability density over parameters given data, typically assumed to be…

Machine Learning · Computer Science 2026-05-14 Jan Boelts , Cornelius Schröder , Jonas Beck , Jakob H. Macke , Michael Deistler , Daniel Gedon

When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…

Machine Learning · Statistics 2024-02-22 Lukas Heinrich , Siddharth Mishra-Sharma , Chris Pollard , Philipp Windischhofer

Stochastic infectious disease models capture uncertainty in public health outcomes and have become increasingly popular in epidemiological practice. However, calibrating these models to observed data is challenging with existing methods for…

Methodology · Statistics 2024-12-18 Prayag Chatha , Fan Bu , Jeffrey Regier , Evan Snitkin , Jon Zelner

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…

Machine Learning · Computer Science 2021-11-08 Junhui Cai , Xu Han , Ya'acov Ritov , Linda Zhao

Simulation-based inference (SBI) enables parameter estimation for complex stochastic models with intractable likelihoods when model simulation is feasible. Neural posterior estimation (NPE) is a popular SBI approach that often achieves…

Methodology · Statistics 2026-02-23 Ryan P. Kelly , David T. Frazier , David J. Warne , Christopher C. Drovandi

Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…

Instrumentation and Methods for Astrophysics · Physics 2024-03-06 Alex Kolmus , Justin Janquart , Tomasz Baka , Twan van Laarhoven , Chris Van Den Broeck , Tom Heskes

Simulation-based Bayesian inference (SBI) can be used to estimate the parameters of complex mechanistic models given observed model outputs without requiring access to explicit likelihood evaluations. A prime example for the application of…

Machine Learning · Computer Science 2022-11-28 Jonas Beck , Michael Deistler , Yves Bernaerts , Jakob Macke , Philipp Berens

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

Exponential random graph models (ERGMs) are flexible probabilistic frameworks to model statistical networks through a variety of network summary statistics. Conventional Bayesian estimation for ERGMs involves iteratively exchanging with an…

Methodology · Statistics 2025-04-15 Yefeng Fan , Simon White

The BrainScaleS-2 (BSS-2) system implements physical models of neurons as well as synapses and aims for an energy-efficient and fast emulation of biological neurons. When replicating neuroscientific experiments on BSS-2, a major challenge…

Neural and Evolutionary Computing · Computer Science 2023-11-21 Jakob Kaiser , Raphael Stock , Eric Müller , Johannes Schemmel , Sebastian Schmitt

Computer simulations have proven a valuable tool for understanding complex phenomena across the sciences. However, the utility of simulators for modelling and forecasting purposes is often restricted by low data quality, as well as…

Machine Learning · Statistics 2022-10-14 Daniel Ward , Patrick Cannon , Mark Beaumont , Matteo Fasiolo , Sebastian M Schmon

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex modeling scenarios, and in situations where conducting…

Machine Learning · Statistics 2024-11-20 David T. Frazier , Ryan Kelly , Christopher Drovandi , David J. Warne

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Statistics Theory · Mathematics 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have…

Instrumentation and Methods for Astrophysics · Physics 2022-07-13 Justine Zeghal , François Lanusse , Alexandre Boucaud , Benjamin Remy , Eric Aubourg

Simulation-based inference with conditional neural density estimators is a powerful approach to solving inverse problems in science. However, these methods typically treat the underlying forward model as a black box, with no way to exploit…

Machine Learning · Computer Science 2023-05-31 Maximilian Dax , Stephen R. Green , Jonathan Gair , Michael Deistler , Bernhard Schölkopf , Jakob H. Macke

Diagnosing the internal state of Li-ion batteries is critical for battery research, operation of real-world systems, and prognostic evaluation of remaining lifetime. By using physics-based models to perform probabilistic parameter…

Data Analysis, Statistics and Probability · Physics 2026-04-06 Malik Hassanaly , Corey R. Randall , Peter J. Weddle , Paul J. Gasper , Conlain Kelly , Tanvir R. Tanim , Kandler Smith
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