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In this paper we develop a likelihood-free approach for population calibration, which involves finding distributions of model parameters when fed through the model produces a set of outputs that matches available population data. Unlike…

Methodology · Statistics 2022-02-07 Christopher Drovandi , Brodie Lawson , Adrianne L Jenner , Alexander P Browning

Determining the best model or models for a particular data set, a process known as Bayesian model comparison, is a critical part of probabilistic inference. Typically, this process assumes a fixed model-space (that is, a fixed set of…

Quantitative Methods · Quantitative Biology 2019-01-08 Thomas HB FitzGerald , Dorothea Hammerer , Thomas D Sambrook , Will D Penny

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

We demonstrate that the Bayesian evidence can be used to find a good approximation of the ground truth likelihood function of a dataset, a goal of the likelihood-free inference (LFI) paradigm. As a concrete example, we use forward modelled…

Cosmology and Nongalactic Astrophysics · Physics 2023-06-14 K. H. Scheutwinkel , W. Handley , E. de Lera Acedo

Ensuring robust model performance in diverse real-world scenarios requires addressing generalizability across domains with covariate shifts. However, no formal procedure exists for statistically evaluating generalizability in machine…

Machine Learning · Computer Science 2025-06-13 Daniel de Vassimon Manela , Linying Yang , Robin J. Evans

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…

Machine Learning · Statistics 2019-05-21 Jan-Matthis Lueckmann , Giacomo Bassetto , Theofanis Karaletsos , Jakob H. Macke

Models such as finite state automata are widely used to abstract the behavior of software systems by capturing the sequences of events observable during their execution. Nevertheless, models rarely exist in practice and, when they do, get…

Software Engineering · Computer Science 2024-08-20 Donato Clun , Donghwan Shin , Antonio Filieri , Domenico Bianculli

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Computation · Statistics 2021-12-23 Thomas P Prescott , Ruth E Baker

Statistical inference as a formal scientific method to covert experience to knowledge has proven to be elusively difficult. While frequentist and Bayesian methodologies have been accepted in the contemporary era as two dominant schools of…

Statistics Theory · Mathematics 2023-01-16 Chuanhai Liu , Ryan Martin

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

Performing inference in statistical models with an intractable likelihood is challenging, therefore, most likelihood-free inference (LFI) methods encounter accuracy and efficiency limitations. In this paper, we present the implementation of…

Machine Learning · Computer Science 2023-09-20 Vasilis Gkolemis , Michael Gutmann , Henri Pesonen

While there exists several inferential methods for analyzing functional data in factorial designs, there is a lack of statistical tests that are valid (i) in general designs, (ii) under non-restrictive assumptions on the data generating…

Methodology · Statistics 2023-06-28 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga , Jin-Ting Zhang

Large language models (LLMs) excel on multiple-choice clinical diagnosis benchmarks, yet it is unclear how much of this performance reflects underlying probabilistic reasoning. We study this through questions from MedQA, where the task is…

Computation and Language · Computer Science 2025-12-16 Furong Jia , Yuan Pu , Finn Guo , Monica Agrawal

Simulators often provide the best description of real-world phenomena. However, they also lead to challenging inverse problems because the density they implicitly define is often intractable. We present a new suite of simulation-based…

Machine Learning · Statistics 2020-02-25 Johann Brehmer , Gilles Louppe , Juan Pavez , Kyle Cranmer

Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

Statistics Theory · Mathematics 2025-07-18 Chenyang Zhong , Sumit Mukherjee , Bodhisattva Sen

Searches for unknown physics and decisions between competing astrophysical models to explain data both rely on statistical hypothesis testing. The usual approach in searches for new physical phenomena is based on the statistical Likelihood…

Data Analysis, Statistics and Probability · Physics 2016-02-22 Sara Algeri , Jan Conrad , David A. van Dyk

Simulation-Based Inference (SBI) offers a principled and flexible framework for conducting Bayesian inference in any situation where forward simulations are feasible. However, validating the accuracy and reliability of the inferred…

Instrumentation and Methods for Astrophysics · Physics 2026-01-21 James Alvey , Carlo R. Contaldi , Mauro Pieroni

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

The inferential model (IM) framework provides valid prior-free probabilistic inference by focusing on predicting unobserved auxiliary variables. But, efficient IM-based inference can be challenging when the auxiliary variable is of higher…

Statistics Theory · Mathematics 2015-01-20 Ryan Martin , Chuanhai Liu

Mutual information (MI) is a general measure of statistical dependence with widespread application across the sciences. However, estimating MI between multi-dimensional variables is challenging because the number of samples necessary to…

Quantitative Methods · Quantitative Biology 2025-03-06 Gokul Gowri , Xiao-Kang Lun , Allon M. Klein , Peng Yin