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When a statistical model $\{P_{\theta} : \theta \in \Theta\}$ lacks analytically tractable likelihoods, parametric statistical inference based on data generated from an unknown underlying distribution $P$ can still be performed as long as…

Methodology · Statistics 2026-05-19 Peter Matthew Jacobs , Lekha Patel , Anirban Bhattacharya , Debdeep Pati

Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI)…

The growing availability of large and complex datasets has increased interest in temporal stochastic processes that can capture stylized facts such as marginal skewness, non-Gaussian tails, long memory, and even non-Markovian dynamics.…

Machine Learning · Statistics 2025-10-09 Dan Leonte , Raphaël Huser , Almut E. D. Veraart

Bayesian simulation-based inference (SBI) methods are used in statistical models where simulation is feasible but the likelihood is intractable. Standard SBI methods can perform poorly in cases of model misspecification, and there has been…

Methodology · Statistics 2025-04-15 Wang Yuyan , Michael Evans , David J. Nott

Energy-Based Models (EBMs) present a flexible and appealing way to represent uncertainty. Despite recent advances, training EBMs on high-dimensional data remains a challenging problem as the state-of-the-art approaches are costly, unstable,…

Machine Learning · Computer Science 2021-06-08 Will Grathwohl , Jacob Kelly , Milad Hashemi , Mohammad Norouzi , Kevin Swersky , David Duvenaud

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

We show that a maximum likelihood approach for parameter estimation in agent-based models (ABMs) of opinion dynamics outperforms the typical simulation-based approach. Simulation-based approaches simulate the model repeatedly in search of a…

Social and Information Networks · Computer Science 2023-10-06 Jacopo Lenti , Corrado Monti , Gianmarco De Francisci Morales

Energy-based models (EBMs) offer a flexible framework for parameterizing probability distributions using neural networks. However, learning EBMs by exact maximum likelihood estimation (MLE) is generally intractable, due to the need to…

Machine Learning · Computer Science 2025-08-20 Michael E. Sander , Vincent Roulet , Tianlin Liu , Mathieu Blondel

Single-molecule experiments are a unique tool to characterize the structural dynamics of biomolecules. However, reconstructing molecular details from noisy single-molecule data is challenging. Simulation-based inference (SBI) integrates…

Chemical Physics · Physics 2024-10-22 Lars Dingeldein , Pilar Cossio , Roberto Covino

Maximum likelihood estimation is widely used in training Energy-based models (EBMs). Training requires samples from an unnormalized distribution, which is usually intractable, and in practice, these are obtained by MCMC algorithms such as…

Machine Learning · Computer Science 2021-04-23 Zhisheng Xiao , Qing Yan , Yali Amit

In Bayesian inference prior hyperparameters are chosen subjectively or estimated using empirical Bayes methods. Generalised Bayesian Inference (GBI) also has a learning rate hyperparameter. This is compounded in Semi-Modular Inference…

Knowing the link between observed predictive variables and outcomes is crucial for making inference in any regression model. When this link is missing, partially or completely, classical estimation methods fail in recovering the true…

Statistics Theory · Mathematics 2026-01-28 Fadoua Balabdaoui , Jinyu Chen

With the next generation of both electromagnetic and gravitational wave observatories beginning to come online, rapid analysis methods for kilonova data are becoming increasingly important in astronomy. Traditional Bayesian parameter…

Instrumentation and Methods for Astrophysics · Physics 2026-05-15 Stephanie M. Brown , Mattia Bulla , Hiranya V. Peiris , Nikhil Sarin , Daniel Mortlock , Stephen Thorp , Gurjeet Jagwani , Stephan Rosswog , Samaya Nissanke

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Amortized Bayesian Inference (ABI) enables efficient posterior estimation using generative neural networks trained on simulated data, but often suffers from performance degradation under model misspecification. While self-consistency (SC)…

Machine Learning · Statistics 2026-02-27 Aayush Mishra , Šimon Kucharský , Paul-Christian Bürkner

Simulation-based inference (SBI) is constantly in search of more expressive and efficient algorithms to accurately infer the parameters of complex simulation models. In line with this goal, we present consistency models for posterior…

Machine Learning · Computer Science 2024-11-05 Marvin Schmitt , Valentin Pratz , Ullrich Köthe , Paul-Christian Bürkner , Stefan T Radev

Model-based planning holds great promise for improving both sample efficiency and generalization in reinforcement learning (RL). We show that energy-based models (EBMs) are a promising class of models to use for model-based planning. EBMs…

Machine Learning · Computer Science 2021-03-09 Yilun Du , Toru Lin , Igor Mordatch

This paper presents a novel framework for full-waveform seismic source inversion using simulation-based inference (SBI). Traditional probabilistic approaches often rely on simplifying assumptions about data errors, which we show can lead to…

Geophysics · Physics 2025-05-15 A. A. Saoulis , D. Piras , A. Spurio Mancini , B. Joachimi , A. M. G. Ferreira

Accurate condition monitoring of industrial equipment requires inferring latent degradation parameters from indirect sensor measurements under uncertainty. While traditional Bayesian methods like Markov Chain Monte Carlo (MCMC) provide…

Machine Learning · Computer Science 2026-04-23 Peter Collett , Alexander Johannes Stasik , Simone Casolo , Signe Riemer-Sørensen

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros