Related papers: Generalized Bayesian Inference for Scientific Simu…
Scientists and engineers employ stochastic numerical simulators to model empirically observed phenomena. In contrast to purely statistical models, simulators express scientific principles that provide powerful inductive biases, improve…
Simulation-Based Inference (SBI) deals with statistical inference in problems where the data are generated from a system that is described by a complex stochastic simulator. The challenge for inference in these problems is that the…
Current approaches to amortizing Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions - a computational…
Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…
In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…
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…
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…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
Simulation-based inference (SBI) is a statistical inference approach for estimating latent parameters of a physical system when the likelihood is intractable but simulations are available. In practice, SBI is often hindered by model…
Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…
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…
Simulation-Based Inference (SBI) offers a principled and flexible framework for conducting Bayesian inference in any situation where forward simulations are feasible. However, validating the accuracy and reliability of the inferred…
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…
Graphs arise across diverse domains, from biology and chemistry to social and information networks, as well as in transportation and logistics. Inference on graph-structured data requires methods that are permutation-invariant, scalable…
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…
Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…
In Bayesian inference, we are usually interested in the numerical approximation of integrals that are posterior expectations or marginal likelihoods (a.k.a., Bayesian evidence). In this paper, we focus on the computation of the posterior…
We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a…
Bayesian inference methods such as Markov Chain Monte Carlo (MCMC) typically require repeated computations of the likelihood function, but in some scenarios this is infeasible and alternative methods are needed. Simulation-based inference…
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…