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In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

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

Modern causal inference methods allow machine learning to be used to weaken parametric modeling assumptions. However, the use of machine learning may result in complications for inference. Doubly-robust cross-fit estimators have been…

Methodology · Statistics 2022-03-11 Paul N Zivich , Alexander Breskin

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…

Machine Learning · Statistics 2019-05-21 Jan-Matthis Lueckmann , Giacomo Bassetto , Theofanis Karaletsos , Jakob H. Macke

Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…

Computation · Statistics 2024-11-08 Umberto Picchini , Massimiliano Tamborrino

Causal inference has recently gained notable attention across various fields like biology, healthcare, and environmental science, especially within explainable artificial intelligence (xAI) systems, for uncovering the causal relationships…

Machine Learning · Computer Science 2025-01-13 Xiaofeng Xiao , Khawlah Alharbi , Pengyu Zhang , Hantang Qin , Xubo Yue

The rapid proliferation of high-quality synthetic data -- generated by advanced AI models or collected as auxiliary data from related tasks -- presents both opportunities and challenges for statistical inference. This paper introduces a…

Methodology · Statistics 2026-02-19 Meshi Bashari , Yonghoon Lee , Roy Maor Lotan , Edgar Dobriban , Yaniv Romano

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

Statistics Theory · Mathematics 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Bayesian optimal experimental design is a principled framework for conducting experiments that leverages Bayesian inference to quantify how much information one can expect to gain from selecting a certain design. However, accurate Bayesian…

Machine Learning · Statistics 2025-11-12 Yasir Zubayr Barlas , Sabina J. Sloman , Samuel Kaski

In recent years, there has been a remarkable development of simulation-based inference (SBI) algorithms, and they have now been applied across a wide range of astrophysical and cosmological analyses. There are a number of key advantages to…

Instrumentation and Methods for Astrophysics · Physics 2025-03-18 Noemi Anau Montel , James Alvey , Christoph Weniger

Experiments are the gold standard for causal inference. In many applications, experimental units can often be recruited or chosen sequentially, and the adaptive execution of such experiments may offer greatly improved inference of causal…

Methodology · Statistics 2023-06-14 Difan Song , Simon Mak , C. F. Jeff Wu

In this work, we adopt a general framework based on the Gibbs posterior to update belief distributions for inverse problems governed by partial differential equations (PDEs). The Gibbs posterior formulation is a generalization of standard…

Computation · Statistics 2019-07-04 Zilong Zou , Sayan Mukherjee , Harbir Antil , Wilkins Aquino

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

Approximate Bayesian computation (ABC) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other…

Machine Learning · Statistics 2015-07-21 Sanmitra Ghosh , Srinandan Dasmahapatra , Koushik Maharatna

Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…

Computation · Statistics 2014-12-05 Dennis Prangle

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

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

Simulation plays a central role in scientific discovery. In many applications, the bottleneck is no longer running a simulator; it is choosing among large families of plausible simulators, each corresponding to different forward…

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…