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The marginal likelihood, or evidence, plays a central role in Bayesian model selection, yet remains notoriously challenging to compute in likelihood-free settings. While Simulation-Based Inference (SBI) techniques such as Sequential Neural…

Computation · Statistics 2025-07-14 Paul Bastide , Arnaud Estoup , Jean-Michel Marin , Julien Stoehr

Bayesian simulation-based inference (SBI) methods are used in statistical models where simulation is feasible but the likelihood is intractable. Standard SBI methods can perform poorly in cases of model misspecification, and there has been…

Methodology · Statistics 2025-04-15 Wang Yuyan , Michael Evans , David J. Nott

A central challenge in many areas of science and engineering is to identify model parameters that are consistent with prior knowledge and empirical data. Bayesian inference offers a principled framework for this task, but can be…

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

Statistical inference of population parameters of astrophysical sources is challenging. It requires accounting for selection effects, which stem from the artificial separation between bright detected and dim undetected sources that is…

Instrumentation and Methods for Astrophysics · Physics 2022-11-10 Noemi Anau Montel , Christoph Weniger

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex modeling scenarios, and in situations where conducting…

Machine Learning · Statistics 2024-11-20 David T. Frazier , Ryan Kelly , Christopher Drovandi , David J. Warne

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

Flagship near-future surveys targeting $10^8-10^9$ galaxies across cosmic time will soon reveal the processes of galaxy assembly in unprecedented resolution. This creates an immediate computational challenge on effective analyses of the…

Instrumentation and Methods for Astrophysics · Physics 2023-10-03 Bingjie Wang , Joel Leja , V. Ashley Villar , Joshua S. Speagle

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

Sparse reduced-rank regression is an important tool to uncover meaningful dependence structure between large numbers of predictors and responses in many big data applications such as genome-wide association studies and social media…

Methodology · Statistics 2016-08-15 Mohammad Taha Bahadori , Zemin Zheng , Yan Liu , Jinchi Lv

Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…

Instrumentation and Methods for Astrophysics · Physics 2024-03-06 Alex Kolmus , Justin Janquart , Tomasz Baka , Twan van Laarhoven , Chris Van Den Broeck , Tom Heskes

Simulation-based inference (SBI) enables parameter estimation for complex stochastic models with intractable likelihoods when model simulation is feasible. Neural posterior estimation (NPE) is a popular SBI approach that often achieves…

Methodology · Statistics 2026-02-23 Ryan P. Kelly , David T. Frazier , David J. Warne , Christopher C. Drovandi

Upcoming astronomical surveys will produce petabytes of high-resolution images of the night sky, providing information about billions of stars and galaxies. Detecting and characterizing the astronomical objects in these images is a…

Applications · Statistics 2025-10-06 Jeffrey Regier

Simulation-based inference (SBI) methods such as approximate Bayesian computation (ABC), synthetic likelihood, and neural posterior estimation (NPE) rely on simulating statistics to infer parameters of intractable likelihood models.…

Machine Learning · Statistics 2023-10-06 Daolang Huang , Ayush Bharti , Amauri Souza , Luigi Acerbi , Samuel Kaski

In many areas of science, complex phenomena are modeled by stochastic parametric simulators, often featuring high-dimensional parameter spaces and intractable likelihoods. In this context, performing Bayesian inference can be challenging.…

Machine Learning · Computer Science 2021-11-10 François Rozet , Gilles Louppe

The Laser Interferometer Space Antenna (LISA) data stream will inevitably contain gaps due to maintenance and environmental disturbances, introducing nonstationarities and spectral leakage that compromise standard frequency-domain…

Instrumentation and Methods for Astrophysics · Physics 2025-12-30 Ruiting Mao , Jeong Eun Lee , Matthew C. Edwards

The non-interference three-dimensional refractive index(RI) tomography has attracted extensive attention in the life science field for its simple system implementation and robust imaging performance. However, the complexity inherent in the…

Optics · Physics 2023-06-13 Delong Yang , Shaohui Zhang , Yao Hu , Qun Hao

We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used…

Machine Learning · Statistics 2021-06-22 Heiko Zimmermann , Hao Wu , Babak Esmaeili , Jan-Willem van de Meent

Deep neural networks (DNN) has received increasing attention in machine learning applications in the last several years. Recently, a non-asymptotic error bound has been developed to measure the performance of the fully connected DNN…

Machine Learning · Statistics 2024-05-15 Kejin Wu , Dimitris N. Politis