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Recent advances in probabilistic deep learning enable efficient amortized Bayesian inference in settings where the likelihood function is only implicitly defined by a simulation program (simulation-based inference; SBI). But how faithful is…

Machine Learning · Computer Science 2024-06-07 Marvin Schmitt , Paul-Christian Bürkner , Ullrich Köthe , Stefan T. Radev

Simulation based inference (SBI) methods enable the estimation of posterior distributions when the likelihood function is intractable, but where model simulation is feasible. Popular neural approaches to SBI are the neural posterior…

Machine Learning · Statistics 2024-04-23 Xiaoyu Wang , Ryan P. Kelly , David J. Warne , Christopher Drovandi

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

Methodology · Statistics 2015-03-09 James Watson , Chris Holmes

Aided by advances in neural density estimation, considerable progress has been made in recent years towards a suite of simulation-based inference (SBI) methods capable of performing flexible, black-box, approximate Bayesian inference for…

Machine Learning · Statistics 2022-09-07 Patrick Cannon , Daniel Ward , Sebastian M. Schmon

Neural Posterior Estimation (NPE) has emerged as a powerful approach for amortized Bayesian inference when the true posterior $p(\theta \mid y)$ is intractable or difficult to sample. But evaluating the accuracy of neural posterior…

Machine Learning · Statistics 2025-07-24 Vansh Bansal , Tianyu Chen , James G. Scott

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have…

Instrumentation and Methods for Astrophysics · Physics 2022-07-13 Justine Zeghal , François Lanusse , Alexandre Boucaud , Benjamin Remy , Eric Aubourg

We study an alternative use of machine learning. We train neural nets to provide the parameter estimate of a given (structural) econometric model, for example, discrete choice or consumer search. Training examples consist of datasets…

Econometrics · Economics 2025-02-10 Yanhao , Wei , Zhenling Jiang

Radar sounders are electromagnetic instruments that can probe deep into the subsurface of Earth and other planetary bodies by processing the echo of transmitted radar waves. Conventional approaches for analyzing such data rely on…

Signal Processing · Electrical Eng. & Systems 2026-05-12 Jordy Dal Corso , Annalena Kofler , Marco Cortellazzi , Lorenzo Bruzzone , Bernhard Schölkopf

Simulation-based inference (SBI) with neural posterior estimation (NPE) provides rapid X-ray spectral fitting in both Gaussian and Poisson regimes by learning approximate parameter posteriors from simulations. We investigate auto-encoders…

Instrumentation and Methods for Astrophysics · Physics 2026-04-22 Didier Barret , Simon Dupourqué

Retrieving the physical parameters from spectroscopic observations of exoplanets is key to understanding their atmospheric properties. Exoplanetary atmospheric retrievals are usually based on approximate Bayesian inference and rely on…

Earth and Planetary Astrophysics · Physics 2023-04-19 Malavika Vasist , François Rozet , Olivier Absil , Paul Mollière , Evert Nasedkin , Gilles Louppe

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

The BrainScaleS-2 (BSS-2) system implements physical models of neurons as well as synapses and aims for an energy-efficient and fast emulation of biological neurons. When replicating neuroscientific experiments on BSS-2, a major challenge…

Neural and Evolutionary Computing · Computer Science 2023-11-21 Jakob Kaiser , Raphael Stock , Eric Müller , Johannes Schemmel , Sebastian Schmitt

Class imbalance induces systematic bias in deep neural networks by imposing a skewed effective class prior. This work introduces the Neural Prior Estimator (NPE), a framework that learns feature-conditioned log-prior estimates from latent…

Machine Learning · Computer Science 2026-02-23 Masoud Yavari , Payman Moallem

In many parameter estimation problems, the exact model is unknown and is assumed to belong to a set of candidate models. In such cases, a predetermined data-based selection rule selects a parametric model from a set of candidates before the…

Signal Processing · Electrical Eng. & Systems 2025-04-25 Nadav Harel , Tirza Routtenberg

In many domains, scientists build complex simulators of natural phenomena that encode their hypotheses about the underlying processes. These simulators can be deterministic or stochastic, fast or slow, constrained or unconstrained, and so…

Machine Learning · Statistics 2014-12-10 Edward Meeds , Michael Chiang , Mary Lee , Olivier Cinquin , John Lowengrub , Max Welling

Model monitoring is a critical component of the machine learning lifecycle, safeguarding against undetected drops in the model's performance after deployment. Traditionally, performance monitoring has required access to ground truth labels,…

Machine Learning · Computer Science 2026-03-10 Juhani Kivimäki , Jakub Białek , Wojtek Kuberski , Jukka K. Nurminen

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

Although neural networks are powerful function approximators, the underlying modelling assumptions ultimately define the likelihood and thus the hypothesis class they are parameterizing. In classification, these assumptions are minimal as…

Machine Learning · Computer Science 2021-11-24 Maria R. Cervera , Rafael Dätwyler , Francesco D'Angelo , Hamza Keurti , Benjamin F. Grewe , Christian Henning

The construction of computer models (mathematical models implemented in computer codes), with respect to observed phenomena, is usually undertaken by building different variants depending on modeller sensibility, and choosing the one…

Methodology · Statistics 2018-03-28 Filippo Monari

Neural network potentials (NNPs) combine the computational efficiency of classical interatomic potentials with the high accuracy and flexibility of the ab initio methods used to create the training set, but can also result in unphysical…

Materials Science · Physics 2022-01-24 Leonid Kahle , Federico Zipoli