Related papers: Simulation-based inference of Bayesian hierarchica…

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

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…

Bayesian inference represents a principled way to incorporate Earth structure uncertainty in full-waveform moment tensor inversions, but traditional approaches generally require significant approximations that risk biasing the resulting…

Simulation-based inference (SBI) enables amortized Bayesian inference for simulators with implicit likelihoods. But when we are primarily interested in the quality of predictive simulations, or when the model cannot exactly reproduce the…

A principled approach to characterize the hidden structure of networks is to formulate generative models, and then infer their parameters from data. When the desired structure is composed of modules or "communities", a suitable choice for…

We propose a multistage method for making inference at all levels of a Bayesian hierarchical model (BHM) using natural data partitions to increase efficiency by allowing computations to take place in parallel form using software that is…

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…

Model-based diagnosis reasons backwards from a functional schematic of a system to isolate faults given observations of anomalous behavior. We develop a fully probabilistic approach to model based diagnosis and extend it to support…

We present a procedure to diagnose model misspecification in situations where inference is performed using approximate Bayesian computation. We demonstrate theoretically, and empirically that this procedure can consistently detect the…

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…

Datasets in engineering applications are often limited and contaminated, mainly due to unavoidable measurement noise and signal distortion. Thus, using conventional data-driven approaches to build a reliable discriminative model, and…

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Driven by steady progress in deep generative modeling, simulation-based inference (SBI) has emerged as the workhorse for inferring the parameters of stochastic simulators. However, recent work has demonstrated that model misspecification…

Simulation-based inference (SBI) provides amortized Bayesian parameter inference from simulator-generated data without requiring explicit likelihood evaluation. Its reliability can degrade under model misspecification, where real-world…

We introduce Flat Hilbert Bayesian Inference (FHBI), an algorithm designed to enhance generalization in Bayesian inference. Our approach involves an iterative two-step procedure with an adversarial functional perturbation step and a…

We propose Posterior Bootstrap, a set of algorithms extending Weighted Likelihood Bootstrap, to properly incorporate prior information and address the problem of model misspecification in Bayesian inference. We consider two approaches 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.…

In Bayesian inference prior hyperparameters are chosen subjectively or estimated using empirical Bayes methods. Generalised Bayesian Inference (GBI) also has a learning rate hyperparameter. This is compounded in Semi-Modular Inference…

Simulation-based calibration checking (SBC) refers to the validation of an inference algorithm and model implementation through repeated inference on data simulated from a generative model. In the original and commonly used approach, the…

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…