English
Related papers

Related papers: Active Sequential Posterior Estimation for Sample-…

200 papers

Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct…

Methodology · Statistics 2025-08-05 Lorenzo Tomaselli , Valérie Ventura , Larry Wasserman

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

Simulation-based inference (SBI) enables parameter inference by training neural networks on forward simulations. It is being applied both for intractable likelihoods as well as under time constraints on the posterior sampling. After…

Cosmology and Nongalactic Astrophysics · Physics 2026-05-12 Leander Thiele

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

Identifying tire and vehicle parameters is an essential step in designing control and planning algorithms for autonomous vehicles. This paper proposes a new method: Simulation-Based Inference (SBI), a modern interpretation of Approximate…

Robotics · Computer Science 2021-08-30 Ali Boyali , Simon Thompson , David Robert Wong

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

Driven by steady progress in deep generative modeling, simulation-based inference (SBI) has emerged as the workhorse for inferring the parameters of stochastic simulators. However, recent work has demonstrated that model misspecification…

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

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

Recent advances in neural density estimation have enabled powerful simulation-based inference (SBI) methods that can flexibly approximate Bayesian inference for intractable stochastic models. Although these methods have demonstrated…

Machine Learning · Statistics 2025-12-17 Matthew O'Callaghan , Kaisey S. Mandel , Gerry Gilmore

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

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

The cost of simulator evaluations is a key practical bottleneck for Simulation Based Inference (SBI). In hierarchical settings with shared global parameters and exchangeable site-level parameters and observations, this structure can be…

Machine Learning · Computer Science 2026-04-23 Giovanni Charles , Cosmo Santoni , Seth Flaxman , Elizaveta Semenova

Amortized Bayesian Inference (ABI) enables efficient posterior estimation using generative neural networks trained on simulated data, but often suffers from performance degradation under model misspecification. While self-consistency (SC)…

Machine Learning · Statistics 2026-02-27 Aayush Mishra , Šimon Kucharský , Paul-Christian Bürkner

Accurately estimating parameters of physiological models is essential to achieving reliable digital twins. For Type 1 Diabetes, this is particularly challenging due to the complexity of glucose-insulin interactions. Traditional methods…

Model parameter inference is a universal problem across science. This challenge is particularly pronounced in developmental biology, where faithful mechanistic descriptions require spatial-stochastic models with numerous parameters, yet…

Biological Physics · Physics 2024-07-16 Michael A. Ramirez-Sierra , Thomas R. Sokolowski

We present multimodal neural posterior estimation (MultiNPE), a method to integrate heterogeneous data from different sources in simulation-based inference with neural networks. Inspired by advances in deep fusion, it allows researchers to…

Machine Learning · Computer Science 2024-11-05 Marvin Schmitt , Leona Odole , Stefan T. Radev , Paul-Christian Bürkner

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…

Accurate condition monitoring of industrial equipment requires inferring latent degradation parameters from indirect sensor measurements under uncertainty. While traditional Bayesian methods like Markov Chain Monte Carlo (MCMC) provide…

Machine Learning · Computer Science 2026-04-23 Peter Collett , Alexander Johannes Stasik , Simone Casolo , Signe Riemer-Sørensen