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Simulation-based inference (SBI) provides amortized Bayesian parameter inference from simulator-generated data without requiring explicit likelihood evaluation. Its reliability can degrade under model misspecification, where real-world…

Machine Learning · Computer Science 2026-05-18 Joon Jang , Eunho Jeong , Kyu Sung Choi , Hyeonjin Kim

Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way…

Machine Learning · Statistics 2026-01-30 Jonas Arruda , Niels Bracher , Ullrich Köthe , Jan Hasenauer , Stefan T. Radev

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…

Instrumentation and Methods for Astrophysics · Physics 2022-07-13 Justine Zeghal , François Lanusse , Alexandre Boucaud , Benjamin Remy , Eric Aubourg

Simulation-based Inference (SBI) is a widely used set of algorithms to learn the parameters of complex scientific simulation models. While primarily run on CPUs in HPC clusters, these algorithms have been shown to scale in performance when…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-30 Sourabh Kulkarni , Csaba Andras Moritz

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…

Computation · Statistics 2025-04-17 David Refaeli , Mira Marcus-Kalish , David M. Steinberg

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…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-24 Kiyam Lin , Maximilian von Wietersheim-Kramsta , Benjamin Joachimi , Stephen Feeney

Amortized Bayesian inference trains neural networks to solve stochastic inference problems using model simulations, thereby making it possible to rapidly perform Bayesian inference for any newly observed data. However, current…

Machine Learning · Computer Science 2024-07-16 Manuel Gloeckler , Michael Deistler , Christian Weilbach , Frank Wood , Jakob H. Macke

Verifying the correctness of Bayesian computation is challenging. This is especially true for complex models that are common in practice, as these require sophisticated model implementations and algorithms. In this paper we introduce…

Methodology · Statistics 2020-10-22 Sean Talts , Michael Betancourt , Daniel Simpson , Aki Vehtari , Andrew Gelman

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 tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Machine Learning · Computer Science 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

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…

Methodology · Statistics 2026-05-19 Peter Matthew Jacobs , Lekha Patel , Anirban Bhattacharya , Debdeep Pati

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a…

Machine Learning · Computer Science 2023-04-19 Pierre Glaser , Michael Arbel , Samo Hromadka , Arnaud Doucet , Arthur Gretton

Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

Machine Learning · Statistics 2026-02-18 Ayush Bharti , Charita Dellaporta , Yuga Hikida , François-Xavier Briol

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

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…

Machine Learning · Statistics 2021-04-12 Jan-Matthis Lueckmann , Jan Boelts , David S. Greenberg , Pedro J. Gonçalves , Jakob H. Macke

We introduce \textit{OneFlowSBI}, a unified framework for simulation-based inference that learns a single flow-matching generative model over the joint distribution of parameters and observations. Leveraging a query-aware masking…

Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…

High Energy Physics - Phenomenology · Physics 2026-02-16 Davide Valsecchi , Mauro Donegà , Rainer Wallny

Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…

Econometrics · Economics 2024-02-20 Joel Dyer , Patrick Cannon , J. Doyne Farmer , Sebastian Schmon