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Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…

Machine Learning · Statistics 2014-11-07 Nicholas J. Foti , Jason Xu , Dillon Laird , Emily B. Fox

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a…

Machine Learning · Computer Science 2023-04-19 Pierre Glaser , Michael Arbel , Samo Hromadka , Arnaud Doucet , Arthur Gretton

In recent years, there has been a remarkable development of simulation-based inference (SBI) algorithms, and they have now been applied across a wide range of astrophysical and cosmological analyses. There are a number of key advantages to…

Instrumentation and Methods for Astrophysics · Physics 2025-03-18 Noemi Anau Montel , James Alvey , Christoph Weniger

Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…

Signal Processing · Electrical Eng. & Systems 2023-10-10 Zhixiang Hu , An Liu , Minjian Zhao

A major challenge in sample-based inference (SBI) for Bayesian neural networks is the size and structure of the networks' parameter space. Our work shows that successful SBI is possible by embracing the characteristic relationship between…

Machine Learning · Computer Science 2024-05-29 Emanuel Sommer , Lisa Wimmer , Theodore Papamarkou , Ludwig Bothmann , Bernd Bischl , David Rügamer

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…

High Energy Physics - Phenomenology · Physics 2026-02-16 Davide Valsecchi , Mauro Donegà , Rainer Wallny

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

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

Simulation-based inference (SBI) is a statistical inference approach for estimating latent parameters of a physical system when the likelihood is intractable but simulations are available. In practice, SBI is often hindered by model…

Machine Learning · Computer Science 2025-10-22 Ortal Senouf , Antoine Wehenkel , Cédric Vincent-Cuaz , Emmanuel Abbé , Pascal Frossard

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…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Prabodh Katti , Anagha Nimbekar , Chen Li , Amit Acharyya , Bashir M. Al-Hashimi , Bipin Rajendran

Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…

Methodology · Statistics 2025-07-18 Zihan Liao , Binbin Li , Hua-Ping Wan

Simulation-based inference (SBI) enables cosmological parameter estimation when closed-form likelihoods or models are unavailable. However, SBI relies on machine learning for neural compression and density estimation. This requires large…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-29 Alex A. Saoulis , Davide Piras , Niall Jeffrey , Alessio Spurio Mancini , Ana M. G. Ferreira , Benjamin Joachimi

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…

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

Accurately estimating parameters of physiological models is essential to achieving reliable digital twins. For Type 1 Diabetes, this is particularly challenging due to the complexity of glucose-insulin interactions. Traditional methods…

We analyze a lightweight simulation-based inference method that infers simulator parameters using only a regression-based projection of the observed data. After fitting a surrogate linear regression once, the procedure simulates small…

Methodology · Statistics 2026-02-04 Arya Farahi , Jonah Rose , Paul Torrey

In the context of structural health monitoring (SHM), the selection and extraction of damage-sensitive features from raw sensor recordings represent a critical step towards solving the inverse problem underlying the identification of…

Computational Engineering, Finance, and Science · Computer Science 2025-12-03 Matteo Torzoni , Andrea Manzoni , Stefano Mariani

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
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