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The fate of scientific hypotheses often relies on the ability of a computational model to explain the data, quantified in modern statistical approaches by the likelihood function. The log-likelihood is the key element for parameter…

Machine Learning · Computer Science 2021-01-27 Bas van Opheusden , Luigi Acerbi , Wei Ji Ma

Uncertainty quantification for estimation through stochastic optimization solutions in an online setting has gained popularity recently. This paper introduces a novel inference method focused on constructing confidence intervals with…

Machine Learning · Statistics 2026-03-24 Wanrong Zhu , Zhipeng Lou , Ziyang Wei , Wei Biao Wu

With increasingly large data sets, weak lensing measurements are able to measure cosmological parameters with ever greater precision. However this increased accuracy also places greater demands on the statistical tools used to extract the…

Astrophysics · Physics 2015-05-13 S. Pires , J. -L. Starck , A. Amara , R. Teyssier , A. Refregier , J. Fadili

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…

Machine Learning · Computer Science 2022-11-28 Jonas Beck , Michael Deistler , Yves Bernaerts , Jakob Macke , Philipp Berens

In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…

Methodology · Statistics 2025-09-01 Beomjo Park , Sivaraman Balakrishnan , Larry Wasserman

Strong gravitational lensing provides a wealth of astrophysical information on the baryonic and dark matter content of galaxies. It also serves as a valuable cosmological probe by allowing us to measure the Hubble constant independently of…

Astrophysics of Galaxies · Physics 2021-03-31 A. Galan , A. Peel , R. Joseph , F. Courbin , J. -L. Starck

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

There has been a great deal of recent interest in methods for performing lifted inference; however, most of this work assumes that the first-order model is given as input to the system. Here, we describe lifted inference algorithms that…

Artificial Intelligence · Computer Science 2012-05-14 Prithviraj Sen , Amol Deshpande , Lise Getoor

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…

Machine Learning · Computer Science 2020-03-10 Jun Han

The distribution of dark and luminous matter can be mapped around galaxies that gravitationally lens background objects into arcs or Einstein rings. New surveys will soon observe hundreds of thousands of galaxy lenses, and current,…

Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…

Methodology · Statistics 2025-06-04 Brian M Cho , Aurélien Bibaut , Nathan Kallus

A common setting for scientific inference is the ability to sample from a high-fidelity forward model (simulation) without having an explicit probability density of the data. We propose a simulation-based maximum likelihood deconvolution…

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

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…

Machine Learning · Statistics 2026-01-15 Yuga Hikida , Ayush Bharti , Niall Jeffrey , François-Xavier Briol

Variable selection for regression models plays a key role in the analysis of biomedical data. However, inference after selection is not covered by classical statistical frequentist theory which assumes a fixed set of covariates in the…

Methodology · Statistics 2021-07-21 Michael Kammer , Daniela Dunkler , Stefan Michiels , Georg Heinze

Analyzing the clustering of galaxies at the field level in principle promises access to all the cosmological information available. Given this incentive, in this paper we investigate the performance of field-based forward modeling approach…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-31 Andrija Kostić , Nhat-Minh Nguyen , Fabian Schmidt , Martin Reinecke

Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

It is important to estimate the errors of probabilistic inference algorithms. Existing diagnostics for Markov chain Monte Carlo methods assume inference is asymptotically exact, and are not appropriate for approximate methods like…

Machine Learning · Computer Science 2021-03-02 Justin Domke

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen

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…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-10 A. Spurio Mancini , M. M. Docherty , M. A. Price , J. D. McEwen