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We introduce a new amortized likelihood ratio estimator for likelihood-free simulation-based inference (SBI). Our estimator is simple to train and estimates the likelihood ratio using a single forward pass of the neural estimator. Our…
Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…
When a statistical model $\{P_{\theta} : \theta \in \Theta\}$ lacks analytically tractable likelihoods, parametric statistical inference based on data generated from an unknown underlying distribution $P$ can still be performed as long as…
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…
Simulation-based inference (SBI) offers a flexible and general approach to performing Bayesian inference: In SBI, a neural network is trained on synthetic data simulated from a model and used to rapidly infer posterior distributions for…
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…
Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a…
Simulation-based Bayesian inference (SBI) can be used to estimate the parameters of complex mechanistic models given observed model outputs without requiring access to explicit likelihood evaluations. A prime example for the application of…
Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct…
State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…
Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. Unlike approximate Bayesian computation, SNPE techniques learn the posterior from…
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) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…
Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…
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…
We present Neural Quantile Estimation (NQE), a novel Simulation-Based Inference (SBI) method based on conditional quantile regression. NQE autoregressively learns individual one dimensional quantiles for each posterior dimension,…
We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…
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…
Completely random measures provide a principled approach to creating flexible unsupervised models, where the number of latent features is infinite and the number of features that influence the data grows with the size of the data set. Due…
X-ray spectral fitting in high-energy astrophysics can be reliably accelerated using Machine Learning. In particular, Simulation-based Inference (SBI) produces accurate posterior distributions in the Gaussian and Poisson regime for…