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A central challenge in many areas of science and engineering is to identify model parameters that are consistent with prior knowledge and empirical data. Bayesian inference offers a principled framework for this task, but can be…

A growing family of approaches to causal inference rely on Bayesian formulations of assumptions that go beyond causal graph structure. For example, Bayesian approaches have been developed for analyzing instrumental variable designs,…

Machine Learning · Computer Science 2022-11-01 Sam Witty , David Jensen , Vikash Mansinghka

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) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct…

Methodology · Statistics 2025-08-05 Lorenzo Tomaselli , Valérie Ventura , Larry Wasserman

Simulation-based inference (SBI) is emerging as a new statistical paradigm for addressing complex scientific inference problems. By leveraging the representational power of deep neural networks, SBI can extract the most informative…

Instrumentation and Methods for Astrophysics · Physics 2025-10-17 Huifang Lyu , James Alvey , Noemi Anau Montel , Mauro Pieroni , Christoph Weniger

Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex…

Machine Learning · Statistics 2025-02-18 Ayush Bharti , Daolang Huang , Samuel Kaski , François-Xavier Briol

Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way…

Machine Learning · Statistics 2026-01-30 Jonas Arruda , Niels Bracher , Ullrich Köthe , Jan Hasenauer , Stefan T. Radev

Simulation-based inference (SBI) enables parameter inference by training neural networks on forward simulations. It is being applied both for intractable likelihoods as well as under time constraints on the posterior sampling. After…

Cosmology and Nongalactic Astrophysics · Physics 2026-05-12 Leander Thiele

Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…

Methodology · Statistics 2025-09-15 Haoyu Jiang , Yuexi Wang , Yun Yang

Simulation-based Bayesian inference (SBI) methods are widely used for parameter estimation in complex models where evaluating the likelihood is challenging but generating simulations is relatively straightforward. However, these methods…

Scientists and engineers employ stochastic numerical simulators to model empirically observed phenomena. In contrast to purely statistical models, simulators express scientific principles that provide powerful inductive biases, improve…

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

Accurate condition monitoring of industrial equipment requires inferring latent degradation parameters from indirect sensor measurements under uncertainty. While traditional Bayesian methods like Markov Chain Monte Carlo (MCMC) provide…

Machine Learning · Computer Science 2026-04-23 Peter Collett , Alexander Johannes Stasik , Simone Casolo , Signe Riemer-Sørensen

Amortized simulation-based inference (SBI) methods train neural networks on simulated data to perform Bayesian inference. While this strategy avoids the need for tractable likelihoods, it often requires a large number of simulations and has…

Machine Learning · Computer Science 2025-03-04 Manuel Gloeckler , Shoji Toyota , Kenji Fukumizu , Jakob H. Macke

Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…

Machine Learning · Computer Science 2023-11-29 Theo Gruner , Boris Belousov , Fabio Muratore , Daniel Palenicek , Jan Peters

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

The growing availability of large and complex datasets has increased interest in temporal stochastic processes that can capture stylized facts such as marginal skewness, non-Gaussian tails, long memory, and even non-Markovian dynamics.…

Machine Learning · Statistics 2025-10-09 Dan Leonte , Raphaël Huser , Almut E. D. Veraart

Computational models are invaluable in capturing the complexities of real-world biological processes. Yet, the selection of appropriate algorithms for inference tasks, especially when dealing with real-world observational data, remains a…

Applications · Statistics 2024-10-01 Xiaoyu Wang , Ryan P. Kelly , Adrianne L. Jenner , David J. Warne , Christopher Drovandi

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

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
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