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Energy-based models (EBMs) are versatile density estimation models that directly parameterize an unnormalized log density. Although very flexible, EBMs lack a specified normalization constant of the model, making the likelihood of the model…

Machine Learning · Computer Science 2024-02-20 Louis Grenioux , Éric Moulines , Marylou Gabrié

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

Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a…

Machine Learning · Computer Science 2020-01-10 Dieterich Lawson , George Tucker , Bo Dai , Rajesh Ranganath

Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a…

Machine Learning · Statistics 2026-01-15 Yuga Hikida , Ayush Bharti , Niall Jeffrey , François-Xavier Briol

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

The marginal likelihood, or evidence, plays a central role in Bayesian model selection, yet remains notoriously challenging to compute in likelihood-free settings. While Simulation-Based Inference (SBI) techniques such as Sequential Neural…

Computation · Statistics 2025-07-14 Paul Bastide , Arnaud Estoup , Jean-Michel Marin , Julien Stoehr

Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex…

Machine Learning · Statistics 2025-02-18 Ayush Bharti , Daolang Huang , Samuel Kaski , François-Xavier Briol

Simulation-based Bayesian inference (SBI) can be used to estimate the parameters of complex mechanistic models given observed model outputs without requiring access to explicit likelihood evaluations. A prime example for the application of…

Machine Learning · Computer Science 2022-11-28 Jonas Beck , Michael Deistler , Yves Bernaerts , Jakob Macke , Philipp Berens

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

Statistical models are often defined by a generative process for simulating synthetic data, but this can lead to intractable likelihoods. Likelihood free inference (LFI) methods enable Bayesian inference to be performed in this case.…

Methodology · Statistics 2025-06-05 David Chen , Xinwei Li , Eui-Jin Kim , Prateek Bansal , David Nott

The standard approach to inference from cosmic large-scale structure data employs summary statistics that are compared to analytic models in a Gaussian likelihood with pre-computed covariance. To overcome the idealising assumptions about…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-24 Kiyam Lin , Maximilian von Wietersheim-Kramsta , Benjamin Joachimi , Stephen Feeney

Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

Energy-Based Models (EBMs), also known as non-normalized probabilistic models, specify probability density or mass functions up to an unknown normalizing constant. Unlike most other probabilistic models, EBMs do not place a restriction on…

Machine Learning · Computer Science 2021-02-19 Yang Song , Diederik P. Kingma

We develop the framework of Linear Simulation-based Inference (LSBI), an application of simulation-based inference where the likelihood is approximated by a Gaussian linear function of its parameters. We obtain analytical expressions for…

Instrumentation and Methods for Astrophysics · Physics 2025-01-08 Nicolas Mediato-Diaz , Will Handley

Energy-based models (EBMs) have experienced a resurgence within machine learning in recent years, including as a promising alternative for probabilistic regression. However, energy-based regression requires a proposal distribution to be…

Machine Learning · Computer Science 2023-11-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Simulation-based Bayesian inference (SBI) methods are widely used for parameter estimation in complex models where evaluating the likelihood is challenging but generating simulations is relatively straightforward. However, these methods…

Neural likelihood estimation methods for simulation-based inference can suffer from performance degradation when the modeled data is very high-dimensional or lies along a lower-dimensional manifold, which is due to the inability of the…

Machine Learning · Statistics 2025-06-12 Simon Dirmeier , Carlo Albert , Fernando Perez-Cruz

A maximum likelihood methodology for the parameters of models with an intractable likelihood is introduced. We produce a likelihood-free version of the stochastic approximation expectation-maximization (SAEM) algorithm to maximize the…

Methodology · Statistics 2018-01-17 Umberto Picchini

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

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…

Machine Learning · Statistics 2023-11-03 Richard Gao , Michael Deistler , Jakob H. Macke