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Neural Posterior Estimation (NPE) enables rapid parameter inference for complex simulators with intractable likelihoods. NPE trains an inference network to estimate a probability density over parameters given data, typically assumed to be…

Machine Learning · Computer Science 2026-05-14 Jan Boelts , Cornelius Schröder , Jonas Beck , Jakob H. Macke , Michael Deistler , Daniel Gedon

Simulation-based inference (SBI) enables parameter estimation for complex stochastic models with intractable likelihoods when model simulation is feasible. Neural posterior estimation (NPE) is a popular SBI approach that often achieves…

Methodology · Statistics 2026-02-23 Ryan P. Kelly , David T. Frazier , David J. Warne , Christopher C. Drovandi

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…

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…

Machine Learning · Statistics 2024-11-20 David T. Frazier , Ryan Kelly , Christopher Drovandi , David J. Warne

Simulation-based inference (SBI) methods such as approximate Bayesian computation (ABC), synthetic likelihood, and neural posterior estimation (NPE) rely on simulating statistics to infer parameters of intractable likelihood models.…

Machine Learning · Statistics 2023-10-06 Daolang Huang , Ayush Bharti , Amauri Souza , Luigi Acerbi , Samuel Kaski

Exponential random graph models (ERGMs) are flexible probabilistic frameworks to model statistical networks through a variety of network summary statistics. Conventional Bayesian estimation for ERGMs involves iteratively exchanging with an…

Methodology · Statistics 2025-04-15 Yefeng Fan , Simon White

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…

Instrumentation and Methods for Astrophysics · Physics 2025-11-14 Baoyi Zeng , Marc-Antoine Martinod , Denis Defrère

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…

Instrumentation and Methods for Astrophysics · Physics 2024-03-06 Alex Kolmus , Justin Janquart , Tomasz Baka , Twan van Laarhoven , Chris Van Den Broeck , Tom Heskes

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

Estimating the size of hidden populations using Multiple Systems Estimation (MSE) is a critical task in quantitative sociology; however, practical application is often hindered by imperfect administrative data and computational constraints.…

Applications · Statistics 2026-01-12 Joseph Marsh , Nathan A. Judd , Lax Chan , Rowland G. Seymour

Simulation-based inference with neural posterior estimation (NPE) often yields overconfident and unreliable posteriors under limited simulation budgets. To address this, we propose DRO-NPE, a distributionally robust approach that replaces…

Machine Learning · Statistics 2026-05-28 William Laplante , Yuga Hikida , Charita Dellaporta , François-Xavier Briol , Ayush Bharti

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

Diagnosing the internal state of Li-ion batteries is critical for battery research, operation of real-world systems, and prognostic evaluation of remaining lifetime. By using physics-based models to perform probabilistic parameter…

Data Analysis, Statistics and Probability · Physics 2026-04-06 Malik Hassanaly , Corey R. Randall , Peter J. Weddle , Paul J. Gasper , Conlain Kelly , Tanvir R. Tanim , Kandler Smith

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…

Machine Learning · Statistics 2021-11-10 Pedro L. C. Rodrigues , Thomas Moreau , Gilles Louppe , Alexandre Gramfort

Modern approaches for simulation-based inference rely upon deep learning surrogates to enable approximate inference with computer simulators. In practice, the estimated posteriors' computational faithfulness is, however, rarely guaranteed.…

Machine Learning · Statistics 2022-08-30 Arnaud Delaunoy , Joeri Hermans , François Rozet , Antoine Wehenkel , Gilles Louppe

Simulation-based inference with conditional neural density estimators is a powerful approach to solving inverse problems in science. However, these methods typically treat the underlying forward model as a black box, with no way to exploit…

Machine Learning · Computer Science 2023-05-31 Maximilian Dax , Stephen R. Green , Jonathan Gair , Michael Deistler , Bernhard Schölkopf , Jakob H. Macke

Recent advances in neural density estimation have enabled powerful simulation-based inference (SBI) methods that can flexibly approximate Bayesian inference for intractable stochastic models. Although these methods have demonstrated…

Machine Learning · Statistics 2025-12-17 Matthew O'Callaghan , Kaisey S. Mandel , Gerry Gilmore

Numerical simulations of physical systems exhibit discrepancies arising from unmodeled physics and idealizations, as well as numerical approximation errors stemming from discretization and solver tolerances. This article reviews techniques…

Computational Physics · Physics 2026-01-23 Danny Smyl

We investigate the robustness of Neural Ratio Estimators (NREs) and Neural Posterior Estimators (NPEs) to distributional shifts in the context of measuring the abundance of dark matter subhalos using strong gravitational lensing data. While…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-11 Andreas Filipp , Yashar Hezaveh , Laurence Perreault-Levasseur

Despite the promise of Neural Posterior Estimation (NPE) methods in astronomy, the adaptation of NPE into the routine inference workflow has been slow. We identify three critical issues: the need for custom featurizer networks tailored to…

Instrumentation and Methods for Astrophysics · Physics 2023-12-25 Keming Zhang , Joshua S. Bloom , Stéfan van der Walt , Nina Hernitschek
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