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Bayesian likelihood-free methods implement Bayesian inference using simulation of data from the model to substitute for intractable likelihood evaluations. Most likelihood-free inference methods replace the full data set with a summary…

Methodology · Statistics 2020-10-16 Yinan Mao , Xueou Wang , David J. Nott , Michael Evans

Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. Unlike approximate Bayesian computation, SNPE techniques learn the posterior from…

Machine Learning · Statistics 2025-01-17 Yifei Xiong , Xiliang Yang , Sanguo Zhang , Zhijian He

Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI)…

Simulation-based inference (SBI) offers a flexible and general approach to performing Bayesian inference: In SBI, a neural network is trained on synthetic data simulated from a model and used to rapidly infer posterior distributions for…

Machine Learning · Computer Science 2025-10-28 Julius Vetter , Manuel Gloeckler , Daniel Gedon , Jakob H. Macke

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 (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

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…

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…

Machine Learning · Statistics 2020-09-14 Owen Thomas , Ritabrata Dutta , Jukka Corander , Samuel Kaski , Michael U. Gutmann

Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…

Statistics Theory · Mathematics 2012-07-24 Yunwen Yang , Xuming He

The formalism of Bayesian model selection provides a very elegant way of ranking different physical models in terms of how compatible they are with a given set of observed data. However, its practical application is often hampered by the…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-19 Nathan Cohen , Jan Hamann , Ameek Malhotra

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…

Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…

Methodology · Statistics 2025-07-18 Zihan Liao , Binbin Li , Hua-Ping Wan

Simulation-based inference (SBI) is a method to perform inference on a variety of complex scientific models with challenging inference (inverse) problems. Bayesian Optimal Experimental Design (BOED) aims to efficiently use experimental…

Machine Learning · Statistics 2025-02-13 Vincent D. Zaballa , Elliot E. Hui

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

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…

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

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

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

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

Scientific modeling and engineering applications rely heavily on parameter estimation methods to fit physical models and calibrate numerical simulations using real-world measurements. In the absence of analytic statistical models with…

Machine Learning · Computer Science 2024-09-30 Ruoxi Jiang , Peter Y. Lu , Rebecca Willett