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Identifying the parameters of a non-linear model that best explain observed data is a core task across scientific fields. When such models rely on complex simulators, evaluating the likelihood is typically intractable, making traditional…

Simulation-based inference (SBI) makes it possible to infer the parameters of a model from high-dimensional low-level features of the observed events. In this work we show how this method can be used to establish the presence of a weak…

High Energy Physics - Phenomenology · Physics 2024-07-31 Kierthika Chathirathas , Torben Ferber , Felix Kahlhoefer , Alessandro Morandini

When a statistical model $\{P_{\theta} : \theta \in \Theta\}$ lacks analytically tractable likelihoods, parametric statistical inference based on data generated from an unknown underlying distribution $P$ can still be performed as long as…

Methodology · Statistics 2026-05-19 Peter Matthew Jacobs , Lekha Patel , Anirban Bhattacharya , Debdeep Pati

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

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

Epidemiology models are central in understanding and controlling large scale pandemics. Several epidemiology models require simulation-based inference such as Approximate Bayesian Computation (ABC) to fit their parameters to observations.…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-16 Sourabh Kulkarni , Mario Michael Krell , Seth Nabarro , Csaba Andras Moritz

We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the…

Computation · Statistics 2017-10-25 Umberto Picchini , Adeline Samson

This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

Methodology · Statistics 2016-12-22 P. Choppala , D. Gunawan , J. Chen , M. -N. Tran , R. Kohn

Simulation-based inference (SBI) is a statistical inference approach for estimating latent parameters of a physical system when the likelihood is intractable but simulations are available. In practice, SBI is often hindered by model…

Machine Learning · Computer Science 2025-10-22 Ortal Senouf , Antoine Wehenkel , Cédric Vincent-Cuaz , Emmanuel Abbé , Pascal Frossard

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…

Machine Learning · Statistics 2021-04-12 Jan-Matthis Lueckmann , Jan Boelts , David S. Greenberg , Pedro J. Gonçalves , Jakob H. Macke

We advocate for a new paradigm of cosmological likelihood-based inference, leveraging recent developments in machine learning and its underlying technology, to accelerate Bayesian inference in high-dimensional settings. Specifically, we…

Cosmology and Nongalactic Astrophysics · Physics 2024-09-06 Davide Piras , Alicja Polanska , Alessio Spurio Mancini , Matthew A. Price , Jason D. McEwen

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…

Methodology · Statistics 2020-06-18 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet

Accurately estimating parameters of physiological models is essential to achieving reliable digital twins. For Type 1 Diabetes, this is particularly challenging due to the complexity of glucose-insulin interactions. Traditional methods…

Black-box simulators are widely used in robotics, but optimizing their parameters remains challenging due to inaccessible likelihoods. Simulation-Based Inference (SBI) tackles this issue using simulation-driven approaches, estimating the…

Robotics · Computer Science 2025-10-20 Gahee Kim , Takamitsu Matsubara

In this article, we propose an adapted sequential Monte Carlo approximate Bayesian computation (SMC-ABC) algorithm for network inference in coupled stochastic differential equations (SDEs) used for multivariate time series modeling. Our…

Methodology · Statistics 2025-08-27 Susanne Ditlevsen , Massimiliano Tamborrino , Irene Tubikanec

Single-molecule force spectroscopy (smFS) is a powerful approach to studying molecular self-organization. However, the coupling of the molecule with the ever-present experimental device introduces artifacts, that complicates the…

Chemical Physics · Physics 2023-04-25 Lars Dingeldein , Pilar Cossio , Roberto Covino

Many-body simulations of quantum systems is an active field of research that involves many different methods targeting various computing platforms. Many methods commonly employed, particularly coupled cluster methods, have been adapted to…

Chemical Physics · Physics 2023-06-14 David B. Williams-Young , Norm M. Tubman , Carlos Mejuto-Zaera , Wibe A. de Jong

In recent years, there has been a remarkable development of simulation-based inference (SBI) algorithms, and they have now been applied across a wide range of astrophysical and cosmological analyses. There are a number of key advantages to…

Instrumentation and Methods for Astrophysics · Physics 2025-03-18 Noemi Anau Montel , James Alvey , Christoph Weniger

Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data…

Machine Learning · Computer Science 2025-03-04 Yogesh Verma , Ayush Bharti , Vikas Garg