Related papers: Direct Amortized Likelihood Ratio Estimation

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…

In recent years, there has been a remarkable development of simulation-based inference (SBI) algorithms, and they have now been applied across a wide range of astrophysical and cosmological analyses. There are a number of key advantages to…

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…

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…

Some of the issues that make sampling parameter spaces of various beyond the Standard Model (BSM) scenarios computationally expensive are the high dimensionality of the input parameter space, complex likelihoods, and stringent experimental…

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

Bayesian inference methods such as Markov Chain Monte Carlo (MCMC) typically require repeated computations of the likelihood function, but in some scenarios this is infeasible and alternative methods are needed. Simulation-based inference…

Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for…

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…

Modern approaches for simulation-based inference rely upon deep learning surrogates to enable approximate inference with computer simulators. In practice, the estimated posteriors' computational faithfulness is, however, rarely guaranteed.…

Simulation-based inference (SBI) enables amortized Bayesian inference for simulators with implicit likelihoods. But when we are primarily interested in the quality of predictive simulations, or when the model cannot exactly reproduce the…

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…

Neural likelihood estimation methods for simulation-based inference can suffer from performance degradation when the modeled data is very high-dimensional or lies along a lower-dimensional manifold, which is due to the inability of the…

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…

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…

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…

Computer simulations have long presented the exciting possibility of scientific insight into complex real-world processes. Despite the power of modern computing, however, it remains challenging to systematically perform inference under…

We study parameter inference in simulation-based stochastic models where the analytical form of the likelihood is unknown. The main difficulty is that score evaluation as a ratio of noisy Monte Carlo estimators induces bias and instability,…

Parametric statistical models that are implicitly defined in terms of a stochastic data generating process are used in a wide range of scientific disciplines because they enable accurate modeling. However, learning the parameters from…

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…