Related papers: Neural Posterior Estimation with Differentiable Si…
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…
Simulation-based inference (SBI) solves statistical inverse problems by repeatedly running a stochastic simulator and inferring posterior distributions from model-simulations. To improve simulation efficiency, several inference methods take…
Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…
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…
We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…
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.…
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…
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…
Neural likelihood estimation methods for simulation-based inference can suffer from performance degradation when the modeled data is very high-dimensional or lies along a lower-dimensional manifold, which is due to the inability of the…
Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…
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…
Simulation-based inference (SBI) is constantly in search of more expressive and efficient algorithms to accurately infer the parameters of complex simulation models. In line with this goal, we present consistency models for posterior…
The large number of strong lenses discoverable in future astronomical surveys will likely enhance the value of strong gravitational lensing as a cosmic probe of dark energy and dark matter. However, leveraging the increased statistical…
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,…
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…
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…
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…
Building on the recent trend of new deep generative models known as Normalizing Flows (NF), simulation-based inference (SBI) algorithms can now efficiently accommodate arbitrary complex and high-dimensional data distributions. The…
Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex modeling scenarios, and in situations where conducting…
Stochastic infectious disease models capture uncertainty in public health outcomes and have become increasingly popular in epidemiological practice. However, calibrating these models to observed data is challenging with existing methods for…