English
Related papers

Related papers: Validation Diagnostics for SBI algorithms based on…

200 papers

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…

Cosmology and Nongalactic Astrophysics · Physics 2026-05-12 Leander Thiele

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

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

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…

Machine Learning · Computer Science 2025-01-03 Daniela de Albuquerque , John Pearson

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…

Methodology · Statistics 2020-10-22 Sean Talts , Michael Betancourt , Daniel Simpson , Aki Vehtari , Andrew Gelman

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…

Nuclear Theory · Physics 2023-10-10 Yukari Yamauchi , Landon Buskirk , Pablo Giuliani , Kyle Godbey

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…

Machine Learning · Statistics 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

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…

Machine Learning · Computer Science 2025-03-04 Yogesh Verma , Ayush Bharti , Vikas Garg

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…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

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…

Machine Learning · Computer Science 2026-04-23 Giovanni Charles , Cosmo Santoni , Seth Flaxman , Elizaveta Semenova

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…

Machine Learning · Computer Science 2024-10-17 Petrus Mikkola , Luigi Acerbi , Arto Klami

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…

Machine Learning · Computer Science 2021-06-10 T. Anderson Keller , Jorn W. T. Peters , Priyank Jaini , Emiel Hoogeboom , Patrick Forré , Max Welling

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…

Computer Vision and Pattern Recognition · Computer Science 2022-08-19 Janis Postels , Martin Danelljan , Luc Van Gool , Federico Tombari

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…

Cosmology and Nongalactic Astrophysics · Physics 2025-07-09 Jed Homer , Oliver Friedrich , Daniel Gruen

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…

Machine Learning · Statistics 2022-04-28 Edmond Cunningham , Renos Zabounidis , Abhinav Agrawal , Madalina Fiterau , Daniel Sheldon

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…

Machine Learning · Computer Science 2026-03-10 Jorge Carrasco-Pollo , Floor Eijkelboom , Jan-Willem van de Meent

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…

Data Analysis, Statistics and Probability · Physics 2024-09-23 Masahiko Saito , Masahiro Morinaga , Tomoe Kishimoto , Junichi Tanaka

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…

Computational Physics · Physics 2019-12-20 Gert-Jan Both , Remy Kusters

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…

Data Analysis, Statistics and Probability · Physics 2024-01-26 Mathias El Baz , Federico Sánchez

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.…

Computer Vision and Pattern Recognition · Computer Science 2021-08-06 M. M. A. Valiuddin , C. G. A. Viviers , R. J. G. van Sloun , P. H. N. de With , F. van der Sommen