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Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable. In SL, the likelihood function of the data is replaced by a multivariate Gaussian density over…

Methodology · Statistics 2022-02-21 Umberto Picchini , Umberto Simola , Jukka Corander

Stochastic Petri Nets (SPNs) are an increasingly popular tool of choice for modeling discrete-event dynamics in areas such as epidemiology and systems biology, yet their parameter estimation remains challenging in general and in particular…

Machine Learning · Computer Science 2025-12-09 Bright Kwaku Manu , Trevor Reckell , Beckett Sterner , Petar Jevtic

Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…

Computation · Statistics 2019-07-26 Ziwen An , Leah F South , Christopher Drovandi

Bayesian inference without the likelihood evaluation, or likelihood-free inference, has been a key research topic in simulation studies for gaining quantitatively validated simulation models on real-world datasets. As the likelihood…

Methodology · Statistics 2022-11-07 Dongjun Kim , Kyungwoo Song , YoonYeong Kim , Yongjin Shin , Wanmo Kang , Il-Chul Moon , Weonyoung Joo

Bayesian neural networks offer better estimates of model uncertainty compared to frequentist networks. However, inference involving Bayesian models requires multiple instantiations or sampling of the network parameters, requiring…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Prabodh Katti , Anagha Nimbekar , Chen Li , Amit Acharyya , Bashir M. Al-Hashimi , Bipin Rajendran

interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…

Machine Learning · Statistics 2024-04-08 Andrew Zammit-Mangion , Michael D. Kaminski , Ba-Hien Tran , Maurizio Filippone , Noel Cressie

We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

Applications · Statistics 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

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…

Survey data often arises from complex sampling designs, such as stratified or multistage sampling, with unequal inclusion probabilities. When sampling is informative, traditional inference methods yield biased estimators and poor coverage.…

Methodology · Statistics 2025-04-17 Snigdha Das , Dipankar Bandyopadhyay , Debdeep Pati

Neural networks are being extensively used for modelling data, especially in the case where no likelihood can be formulated. Although in the case of X-ray spectral fitting, the likelihood is known, we aim to investigate the neural networks…

Instrumentation and Methods for Astrophysics · Physics 2024-02-22 Didier Barret , Simon Dupourqué

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…

Machine Learning · Computer Science 2023-04-19 Pierre Glaser , Michael Arbel , Samo Hromadka , Arnaud Doucet , Arthur Gretton

Large-scale undirected weighted networks are usually found in big data-related research fields. It can naturally be quantified as a symmetric high-dimensional and incomplete (SHDI) matrix for implementing big data analysis tasks. A…

Machine Learning · Computer Science 2022-08-10 Zhe Xie , Weiling Li , Yurong Zhong

Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data…

Machine Learning · Computer Science 2025-03-04 Yogesh Verma , Ayush Bharti , Vikas Garg

Spiking Neural Networks (SNNs) offer a novel computational paradigm that captures some of the efficiency of biological brains by processing through binary neural dynamic activations. Probabilistic SNN models are typically trained to…

Machine Learning · Computer Science 2021-02-08 Hyeryung Jang , Osvaldo Simeone

Likelihood-free inference refers to inference when a likelihood function cannot be explicitly evaluated, which is often the case for models based on simulators. Most of the literature is based on sample-based `Approximate Bayesian…

Machine Learning · Statistics 2018-11-22 Conor Durkan , George Papamakarios , Iain Murray

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

For complex simulation problems, inferring parameters often precludes the use of classical likelihood-based techniques due to intractable likelihoods. Simulation-based inference (SBI) methods offer a likelihood-free approach to directly…

Machine Learning · Computer Science 2026-04-16 Haley Rosso , Talea Mayo

We present a Communication-efficient Surrogate Likelihood (CSL) framework for solving distributed statistical inference problems. CSL provides a communication-efficient surrogate to the global likelihood that can be used for low-dimensional…

Machine Learning · Statistics 2016-11-08 Michael I. Jordan , Jason D. Lee , Yun Yang

Stochastic neural networks (SNNs) are random functions whose predictions are gained by averaging over multiple realizations. Consequently, a gradient-based adversarial example is calculated based on one set of samples and its classification…

Machine Learning · Computer Science 2023-03-07 Sina Däubener , Asja Fischer

In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory…

Machine Learning · Statistics 2017-07-04 Yixin Fang , Jinfeng Xu , Lei Yang