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Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…

High Energy Physics - Phenomenology · Physics 2026-02-16 Davide Valsecchi , Mauro Donegà , Rainer Wallny

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have…

Instrumentation and Methods for Astrophysics · Physics 2022-07-13 Justine Zeghal , François Lanusse , Alexandre Boucaud , Benjamin Remy , Eric Aubourg

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

Amortized Bayesian inference (ABI) with neural networks can solve probabilistic inverse problems orders of magnitude faster than classical methods. However, ABI is not yet sufficiently robust for widespread and safe application. When…

Machine Learning · Statistics 2026-03-04 Aayush Mishra , Daniel Habermann , Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

Copula models of multivariate data are popular because they allow separate specification of marginal distributions and the copula function. These components can be treated as inter-related modules in a modified Bayesian inference approach…

Methodology · Statistics 2026-04-03 Lucas Kock , David T. Frazier , Michael Stanley Smith , David J. Nott

Model parameter inference is a universal problem across science. This challenge is particularly pronounced in developmental biology, where faithful mechanistic descriptions require spatial-stochastic models with numerous parameters, yet…

Biological Physics · Physics 2024-07-16 Michael A. Ramirez-Sierra , Thomas R. Sokolowski

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…

Amortized Bayesian Inference (ABI) enables efficient posterior estimation using generative neural networks trained on simulated data, but often suffers from performance degradation under model misspecification. While self-consistency (SC)…

Machine Learning · Statistics 2026-02-27 Aayush Mishra , Šimon Kucharský , Paul-Christian Bürkner

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

The use of high-dimensional regression techniques from machine learning has significantly improved the quantitative accuracy of interatomic potentials. Atomic simulations can now plausibly target quantitative predictions in a variety of…

Materials Science · Physics 2025-03-04 Danny Perez , Aparna P. A. Subramanyam , Ivan Maliyov , Thomas D. Swinburne

Approximate Bayesian computation (ABC) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of…

Machine Learning · Statistics 2022-06-22 Ayush Bharti , Louis Filstroff , Samuel Kaski

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-10 A. Spurio Mancini , M. M. Docherty , M. A. Price , J. D. McEwen

Simulation-based inference (SBI) with neural posterior estimation (NPE) provides rapid X-ray spectral fitting in both Gaussian and Poisson regimes by learning approximate parameter posteriors from simulations. We investigate auto-encoders…

Instrumentation and Methods for Astrophysics · Physics 2026-04-22 Didier Barret , Simon Dupourqué

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…

We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic approach where the degree of misspecification is indexed by the sample size. We construct estimators whose mean squared…

Econometrics · Economics 2021-10-11 Stéphane Bonhomme , Martin Weidner

Identifying the parameters of a non-linear model that best explain observed data is a core task across scientific fields. When such models rely on complex simulators, evaluating the likelihood is typically intractable, making traditional…

Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way…

Machine Learning · Statistics 2026-01-30 Jonas Arruda , Niels Bracher , Ullrich Köthe , Jan Hasenauer , Stefan T. Radev

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Simulation-based inference (SBI) is emerging as a new statistical paradigm for addressing complex scientific inference problems. By leveraging the representational power of deep neural networks, SBI can extract the most informative…

Instrumentation and Methods for Astrophysics · Physics 2025-10-17 Huifang Lyu , James Alvey , Noemi Anau Montel , Mauro Pieroni , Christoph Weniger

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…

Computation · Statistics 2025-04-17 David Refaeli , Mira Marcus-Kalish , David M. Steinberg