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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

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…

Instrumentation and Methods for Astrophysics · Physics 2025-03-18 Noemi Anau Montel , James Alvey , Christoph Weniger

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

Despite the promise of Neural Posterior Estimation (NPE) methods in astronomy, the adaptation of NPE into the routine inference workflow has been slow. We identify three critical issues: the need for custom featurizer networks tailored to…

Instrumentation and Methods for Astrophysics · Physics 2023-12-25 Keming Zhang , Joshua S. Bloom , Stéfan van der Walt , Nina Hernitschek

In this work, we study TabPFN as a training-free, modular summary network for simulation-based Bayesian inference (SBI). Tabular foundation models such as TabPFN are pretrained on broad families of synthetic tabular data-generating…

Machine Learning · Computer Science 2026-05-11 Elliot Pickens , Chiraag Gohel , Sidharth Satya

Neural posterior estimation (NPE), a simulation-based computational approach for Bayesian inference, has shown great success in approximating complex posterior distributions. Existing NPE methods typically rely on normalizing flows, which…

Machine Learning · Statistics 2025-03-14 Tianyu Chen , Vansh Bansal , James G. Scott

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

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…

Machine Learning · Statistics 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

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…

The growing availability of large and complex datasets has increased interest in temporal stochastic processes that can capture stylized facts such as marginal skewness, non-Gaussian tails, long memory, and even non-Markovian dynamics.…

Machine Learning · Statistics 2025-10-09 Dan Leonte , Raphaël Huser , Almut E. D. Veraart

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

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…

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

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

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…

Machine Learning · Computer Science 2025-10-22 Ortal Senouf , Antoine Wehenkel , Cédric Vincent-Cuaz , Emmanuel Abbé , Pascal Frossard

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

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…

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

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…

Machine Learning · Statistics 2023-11-03 Richard Gao , Michael Deistler , Jakob H. Macke

Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…

Machine Learning · Statistics 2021-11-10 Pedro L. C. Rodrigues , Thomas Moreau , Gilles Louppe , Alexandre Gramfort