Related papers: Validation Diagnostics for SBI algorithms based on…
Simulation-based inference (SBI) enables parameter inference by training neural networks on forward simulations. It is being applied both for intractable likelihoods as well as under time constraints on the posterior sampling. After…
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…
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…
Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…
Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model implementations and algorithms. In this paper we introduce…
We present a computational framework for efficient learning, sampling, and distribution of general Bayesian posterior distributions. The framework leverages a machine learning approach for the construction of normalizing flows for the…
We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…
Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data…
The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…
The cost of simulator evaluations is a key practical bottleneck for Simulation Based Inference (SBI). In hierarchical settings with shared global parameters and exchangeable site-level parameters and observations, this structure can be…
Eliciting a high-dimensional probability distribution from an expert via noisy judgments is notoriously challenging, yet useful for many applications, such as prior elicitation and reward modeling. We introduce a method for eliciting the…
Efficient gradient computation of the Jacobian determinant term is a core problem in many machine learning settings, and especially so in the normalizing flow framework. Most proposed flow models therefore either restrict to a function…
Normalizing Flows (NFs) are flexible explicit generative models that have been shown to accurately model complex real-world data distributions. However, their invertibility constraint imposes limitations on data distributions that reside on…
Making inferences about physical properties of the Universe requires knowledge of the data likelihood. A Gaussian distribution is commonly assumed for the uncertainties with a covariance matrix estimated from a set of simulations. The noise…
Real-world data with underlying structure, such as pictures of faces, are hypothesized to lie on a low-dimensional manifold. This manifold hypothesis has motivated state-of-the-art generative algorithms that learn low-dimensional data…
We introduce Pawsterior, a variational flow-matching framework for improved and extended simulation-based inference (SBI). Many SBI problems involve posteriors constrained by structured domains, such as bounded physical parameters or hybrid…
This paper presents a parameter scan technique for BSM signal models based on normalizing flow. Normalizing flow is a type of deep learning model that transforms a simple probability distribution into a complex probability distribution as…
Analyzing and interpreting time-dependent stochastic data requires accurate and robust density estimation. In this paper we extend the concept of normalizing flows to so-called temporal Normalizing Flows (tNFs) to estimate time dependent…
In this study, we use Rational-Quadratic Neural Spline Flows, a sophisticated parametrization of Normalizing Flows, for inferring posterior probability distributions in scenarios where direct evaluation of the likelihood is challenging at…
Quantifying uncertainty in medical image segmentation applications is essential, as it is often connected to vital decision-making. Compelling attempts have been made in quantifying the uncertainty in image segmentation architectures, e.g.…