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Quantifying uncertainty and updating reliability are essential for ensuring the safety and performance of engineering systems. This study develops a hierarchical Bayesian modeling (HBM) framework to quantify uncertainty and update…

Methodology · Statistics 2024-12-31 Xinyu Jia , Weinan Hou , Costas Papadimitriou

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

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

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

Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods. While traditional statistical approaches like approximate Bayesian computation and Bayesian…

Methodology · Statistics 2024-03-08 Ryan P. Kelly , David J. Nott , David T. Frazier , David J. Warne , Chris Drovandi

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

Variational approximation has been widely used in large-scale Bayesian inference recently, the simplest kind of which involves imposing a mean field assumption to approximate complicated latent structures. Despite the computational…

Statistics Theory · Mathematics 2019-05-21 Purnamrita Sarkar , Y. X. Rachel Wang , Soumendu Sundar Mukherjee

Recent technological advances have made it possible to simultaneously measure multiple protein activities at the single cell level. With such data collected under different stimulatory or inhibitory conditions, it is possible to infer the…

Applications · Statistics 2011-08-04 Ruiyan Luo , Hongyu Zhao

Single-molecule force spectroscopy (smFS) is a powerful approach to studying molecular self-organization. However, the coupling of the molecule with the ever-present experimental device introduces artifacts, that complicates the…

Chemical Physics · Physics 2023-04-25 Lars Dingeldein , Pilar Cossio , Roberto Covino

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

Machine Learning · Statistics 2023-11-27 Lasse Elsemüller , Martin Schnuerch , Paul-Christian Bürkner , Stefan T. Radev

Simulation-based inference (SBI) has become an important tool in cosmology for extracting additional information from observational data using simulations. However, all cosmological simulations are approximations of the actual universe, and…

Cosmology and Nongalactic Astrophysics · Physics 2025-07-08 Sébastien Pierre , Bruno Régaldo-Saint Blancard , ChangHoon Hahn , Michael Eickenberg

Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of…

Machine Learning · Statistics 2017-11-07 Dustin Tran , Rajesh Ranganath , David M. Blei

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) is shown to yield more accurate resonance parameter estimates than traditional chi-squared minimization in certain cases of model misspecification, demonstrated through a case study of pi-pi scattering and…

High Energy Physics - Phenomenology · Physics 2025-07-28 Daniel Sadasivan , Isaac Cordero , Andrew Graham , Cecilia Marsh , Daniel Kupcho , Melana Mourad , Maxim Mai

Copula models of multivariate data are popular because they allow separate specification of marginal distributions and the copula function. These components can be treated as inter-related modules in a modified Bayesian inference approach…

Methodology · Statistics 2026-04-03 Lucas Kock , David T. Frazier , Michael Stanley Smith , David J. Nott

For complex simulation problems, inferring parameters often precludes the use of classical likelihood-based techniques due to intractable likelihoods. Simulation-based inference (SBI) methods offer a likelihood-free approach to directly…

Machine Learning · Computer Science 2026-04-16 Haley Rosso , Talea Mayo

In recent years, disease mapping studies have become a routine application within geographical epidemiology and are typically analysed within a Bayesian hierarchical model formulation. A variety of model formulations for the latent level…

Methodology · Statistics 2016-01-07 Andrea Riebler , Sigrunn H. Sørbye , Daniel Simpson , Håvard Rue

Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review…

Methodology · Statistics 2023-05-22 David J. Nott , Christopher Drovandi , David T. Frazier

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian Structural Inference (BSI) relies on a set of candidate unifilar HMM (uHMM) topologies for inference of process…

Machine Learning · Statistics 2014-04-23 Christopher C. Strelioff , James P. Crutchfield

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev