Related papers: Neural Posterior Estimation with Differentiable Si…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…
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) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…
We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…
Bayesian inference without the likelihood evaluation, or likelihood-free inference, has been a key research topic in simulation studies for gaining quantitatively validated simulation models on real-world datasets. As the likelihood…
In this work, we study TabPFN as a training-free, modular summary network for simulation-based Bayesian inference (SBI). Tabular foundation models such as TabPFN are pretrained on broad families of synthetic tabular data-generating…
We introduce a new amortized likelihood ratio estimator for likelihood-free simulation-based inference (SBI). Our estimator is simple to train and estimates the likelihood ratio using a single forward pass of the neural estimator. Our…
Many recent works in simulation-based inference (SBI) rely on deep generative models to approximate complex, high-dimensional posterior distributions. However, evaluating whether or not these approximations can be trusted remains a…
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…
Computer simulations have proven a valuable tool for understanding complex phenomena across the sciences. However, the utility of simulators for modelling and forecasting purposes is often restricted by low data quality, as well as…
Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…
We present multimodal neural posterior estimation (MultiNPE), a method to integrate heterogeneous data from different sources in simulation-based inference with neural networks. Inspired by advances in deep fusion, it allows researchers to…
Bayesian neural networks offer better estimates of model uncertainty compared to frequentist networks. However, inference involving Bayesian models requires multiple instantiations or sampling of the network parameters, requiring…
Because many of our X-ray telescopes are optimized towards observing faint sources, observations of bright sources like X-ray binaries in outburst are often affected by instrumental biases. These effects include dead time and photon…
Accurate null depth retrieval is critical in nulling interferometry. However, achieving accurate null depth calibration is challenging due to various noise sources, instrumental imperfections, and the complexity of real observational…
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…
How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators.…
Simulation plays a central role in scientific discovery. In many applications, the bottleneck is no longer running a simulator; it is choosing among large families of plausible simulators, each corresponding to different forward…
Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…