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Many areas of science rely on simulators that implicitly encode intractable likelihood functions of complex systems. Classical statistical methods are poorly suited for these so-called likelihood-free inference (LFI) settings, especially…

Machine Learning · Statistics 2024-11-28 Niccolò Dalmasso , Luca Masserano , David Zhao , Rafael Izbicki , Ann B. Lee

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

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…

Methodology · Statistics 2024-03-04 Yuling Yao , Bruno Régaldo-Saint Blancard , Justin Domke

Statistical inference of analytically non-tractable posteriors is a difficult problem because of marginalization of correlated variables and stochastic methods such as MCMC and VI are commonly used. We argue that stochastic KL divergence…

Machine Learning · Statistics 2019-08-01 Uros Seljak , Byeonghee Yu

Prediction algorithms, such as deep neural networks (DNNs), are used in many domain sciences to directly estimate internal parameters of interest in simulator-based models, especially in settings where the observations include images or…

Machine Learning · Statistics 2023-11-14 Luca Masserano , Tommaso Dorigo , Rafael Izbicki , Mikael Kuusela , Ann B. Lee

The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…

Machine Learning · Statistics 2018-03-14 David Lopez-Paz , Maxime Oquab

Accurately estimating parameters of physiological models is essential to achieving reliable digital twins. For Type 1 Diabetes, this is particularly challenging due to the complexity of glucose-insulin interactions. Traditional methods…

Amortized simulation-based inference (SBI) methods train neural networks on simulated data to perform Bayesian inference. While this strategy avoids the need for tractable likelihoods, it often requires a large number of simulations and has…

Machine Learning · Computer Science 2025-03-04 Manuel Gloeckler , Shoji Toyota , Kenji Fukumizu , Jakob H. Macke

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…

Instrumentation and Methods for Astrophysics · Physics 2026-01-21 James Alvey , Carlo R. Contaldi , Mauro Pieroni

Simulation based inference (SBI) methods enable the estimation of posterior distributions when the likelihood function is intractable, but where model simulation is feasible. Popular neural approaches to SBI are the neural posterior…

Machine Learning · Statistics 2024-04-23 Xiaoyu Wang , Ryan P. Kelly , David J. Warne , Christopher Drovandi

Simulation-based inference (SBI) provides a powerful framework for inferring posterior distributions of stochastic simulators in a wide range of domains. In many settings, however, the posterior distribution is not the end goal itself --…

Machine Learning · Computer Science 2023-12-19 Mila Gorecki , Jakob H. Macke , Michael Deistler

Stochastic planning can be reduced to probabilistic inference in large discrete graphical models, but hardness of inference requires approximation schemes to be used. In this paper we argue that such applications can be disentangled along…

Artificial Intelligence · Computer Science 2022-09-05 Zhennan Wu , Roni Khardon

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

Negative controls are increasingly used to evaluate the presence of potential unmeasured confounding in observational studies. Beyond the use of negative controls to detect the presence of residual confounding, proximal causal inference…

Methodology · Statistics 2024-06-06 Jiewen Liu , Chan Park , Kendrick Li , Eric J. Tchetgen Tchetgen

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we…

Computation · Statistics 2023-01-30 Dennis Prangle , Cecilia Viscardi

Computed tomography (CT) imaging could be very practical for diagnosing various diseases. However, the nature of the CT images is even more diverse since the resolution and number of the slices of a CT scan are determined by the machine and…

Image and Video Processing · Electrical Eng. & Systems 2022-07-11 Chih-Chung Hsu , Chi-Han Tsai , Guan-Lin Chen , Sin-Di Ma , Shen-Chieh Tai

Recent advances in probabilistic deep learning enable efficient amortized Bayesian inference in settings where the likelihood function is only implicitly defined by a simulation program (simulation-based inference; SBI). But how faithful is…

Machine Learning · Computer Science 2024-06-07 Marvin Schmitt , Paul-Christian Bürkner , Ullrich Köthe , Stefan T. Radev

Standard cosmological analysis, which relies on two-point statistics, fails to extract the full information of the data. This limits our ability to constrain with precision cosmological parameters. Thus, recent years have seen a paradigm…