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Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…

In recent years, researchers in decision analysis and artificial intelligence (AI) have used Bayesian belief networks to build models of expert opinion. Using standard methods drawn from the theory of computational complexity, workers in…

Artificial Intelligence · Computer Science 2013-04-05 R. Martin Chavez , Gregory F. Cooper

This paper is concerned with Bayesian inference when the likelihood is analytically intractable but can be unbiasedly estimated. We propose an annealed importance sampling procedure for estimating expectations with respect to the posterior.…

Methodology · Statistics 2014-02-26 M. -N. Tran , C. Strickland , M. K. Pitt , R. Kohn

We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data…

Machine Learning · Statistics 2019-01-23 George Papamakarios , David C. Sterratt , Iain Murray

We present a new approach to automatic amortized inference in universal probabilistic programs which improves performance compared to current methods. Our approach is a variation of inference compilation (IC) which leverages deep neural…

Machine Learning · Computer Science 2019-10-29 William Harvey , Andreas Munk , Atılım Güneş Baydin , Alexander Bergholm , Frank Wood

Gamma process has been extensively used to model monotone degradation data. Statistical inference for the gamma process is difficult due to the complex parameter structure involved in the likelihood function. In this paper, we derive a…

Methodology · Statistics 2022-12-07 Ancha Xu

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Neural networks are fragile when confronted with data that significantly deviates from their training distribution. This is true in particular for simulation-based inference methods, such as neural amortized Bayesian inference (ABI), where…

Our work utilized a non-sequential simulation-based inference algorithm to provide an amortized neural density estimator, which approximates the posterior distribution for seven parameters of the adaptive exponential integrate-and-fire…

Neural and Evolutionary Computing · Computer Science 2026-02-13 Jakob Kaiser , Eric Müller , Johannes Schemmel

Deep neural networks (DNNs) often produce overconfident out-of-distribution predictions, motivating Bayesian uncertainty quantification. The Linearized Laplace Approximation (LLA) achieves this by linearizing the DNN and applying Laplace…

Machine Learning · Statistics 2026-02-04 Pedro Jiménez , Luis A. Ortega , Pablo Morales-Álvarez , Daniel Hernández-Lobato

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an…

Machine Learning · Computer Science 2023-05-25 Manuel Glöckler , Michael Deistler , Jakob H. Macke

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose…

Machine Learning · Statistics 2026-05-29 Julian Rodemann , Alexander Marquard , Thomas Augustin , Michele Caprio

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

Solving inverse problems using Bayesian methods can become prohibitively expensive when likelihood evaluations involve complex and large scale numerical models. A common approach to circumvent this issue is to approximate the forward model…

Computational Engineering, Finance, and Science · Computer Science 2023-12-14 Maximilian Dinkel , Carolin M. Geitner , Gil Robalo Rei , Jonas Nitzler , Wolfgang A. Wall

Bayesian inference provides a natural way of incorporating prior beliefs and assigning a probability measure to the space of hypotheses. Current solutions rely on iterative routines like Markov Chain Monte Carlo (MCMC) sampling and…

Machine Learning · Computer Science 2025-02-11 Sarthak Mittal , Niels Leif Bracher , Guillaume Lajoie , Priyank Jaini , Marcus Brubaker

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

Machine Learning · Statistics 2026-01-14 Roy Shivam Ram Shreshtth , Arnab Hazra , Gourab Mukherjee

Posterior inference with an intractable likelihood is becoming an increasingly common task in scientific domains which rely on sophisticated computer simulations. Typically, these forward models do not admit tractable densities forcing…

Machine Learning · Statistics 2020-06-29 Joeri Hermans , Volodimir Begy , Gilles Louppe

There remains an important need for the development of image reconstruction methods that can produce diagnostically useful images from undersampled measurements. In magnetic resonance imaging (MRI), for example, such methods can facilitate…

Image and Video Processing · Electrical Eng. & Systems 2021-06-28 Varun A. Kelkar , Sayantan Bhadra , Mark A. Anastasio

To support mechanism online learning and facilitate digital twin development for biomanufacturing processes, this paper develops an efficient Bayesian inference approach for partially observed enzymatic stochastic reaction network (SRN), a…

Machine Learning · Statistics 2024-07-02 Wandi Xu , Wei Xie