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Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…

Methodology · Statistics 2025-03-17 Cheng Zeng , Yaozhi Yang , Jason Xu , Leo L Duan

Approximate Bayesian computation (ABC) is the most popular approach to inferring parameters in the case where the data model is specified in the form of a simulator. It is not possible to directly implement standard Monte Carlo methods for…

Methodology · Statistics 2024-07-29 Richard G Everitt

Inverse protein folding -- the task of predicting a protein sequence from its backbone atom coordinates -- has surfaced as an important problem in the "top down", de novo design of proteins. Contemporary approaches have cast this problem as…

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Methodology · Statistics 2025-01-27 Henri Pesonen , Jukka Corander

Approximate Bayesian Computation (ABC) has gained popularity as a method for conducting inference and forecasting in complex models, most notably those which are intractable in some sense. In this paper we use ABC to produce probabilistic…

Methodology · Statistics 2023-11-03 Chaya Weerasinghe , Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

In the era of the James Webb Space Telescope (JWST), the dramatic improvement in the spectra of exoplanetary atmospheres demands a corresponding leap forward in our ability to analyze them: atmospheric retrievals need to be performed on…

Earth and Planetary Astrophysics · Physics 2025-05-06 Anna Lueber , Konstantin Karchev , Chloe Fisher , Matthias Heim , Roberto Trotta , Kevin Heng

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Numerical Analysis · Mathematics 2025-02-11 Daniela Calvetti , Erkki Somersalo

This paper presents a novel approach to level set estimation for any function/simulation with an arbitrary number of continuous inputs and arbitrary numbers of continuous responses. We present a method that uses existing data from computer…

Methodology · Statistics 2024-07-09 David Edwards , Julie Bessac , Franck Cappello , Scotland Leman

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…

Computation · Statistics 2018-12-03 Suzanne Thornton , Wentao Li , Min-ge Xie

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

Recently, multiple formulations of vision problems as probabilistic inversions of generative models based on computer graphics have been proposed. However, applications to 3D perception from natural images have focused on low-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2014-07-08 Tejas D. Kulkarni , Vikash K. Mansinghka , Pushmeet Kohli , Joshua B. Tenenbaum

Many generative models can be expressed as a differentiable function of random inputs drawn from some simple probability density. This framework includes both deep generative architectures such as Variational Autoencoders and a large class…

Computation · Statistics 2017-03-06 Matthew M. Graham , Amos J. Storkey

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

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

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Recently, deep generative models have been used for posterior inference in inverse problems, including high-stakes applications in medical imaging and scientific discovery, where the uncertainty of a prediction can matter as much as the…

Machine Learning · Computer Science 2026-05-15 Yuxin Guo , Dongrui Deng , Pulkit Grover

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

Machine Learning · Statistics 2021-12-14 Georgios Arvanitidis , Lars Kai Hansen , Søren Hauberg
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