Related papers: Amortising over hyperparameters in Generalised Bay…

Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

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…

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…

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)…

Graphs arise across diverse domains, from biology and chemistry to social and information networks, as well as in transportation and logistics. Inference on graph-structured data requires methods that are permutation-invariant, scalable…

Finite mixtures are a broad class of models useful in scenarios where observed data is generated by multiple distinct processes but without explicit information about the responsible process for each data point. Estimating Bayesian mixture…

Bayesian statistical inference loses predictive optimality when generative models are misspecified. Working within an existing coherent loss-based generalisation of Bayesian inference, we show existing Modular/Cut-model inference is…

Simulation-based inference (SBI) refers to statistical inference on stochastic models for which we can generate samples, but not compute likelihoods. Like SBI algorithms, generative adversarial networks (GANs) do not require explicit…

Meta-learning is a framework in which machine learning models train over a set of datasets in order to produce predictions on new datasets at test time. Probabilistic meta-learning has received an abundance of attention from the research…

We propose a posterior for Bayesian Likelihood-Free Inference (LFI) based on generalized Bayesian inference. To define the posterior, we use Scoring Rules (SRs), which evaluate probabilistic models given an observation. In LFI, we can…

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…

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 --…

Frequently, population studies feature pyramidally-organized data represented using Hierarchical Bayesian Models (HBM) enriched with plates. These models can become prohibitively large in settings such as neuroimaging, where a sample is…

Bayesian inference provides a natural way of incorporating prior beliefs and assigning a probability measure to the space of hypotheses. Current solutions rely on iterative routines like Markov Chain Monte Carlo (MCMC) sampling and…

The global inducing point variational approximation for BNNs is based on using a set of inducing inputs to construct a series of conditional distributions that accurately approximate the conditionals of the true posterior distribution. Our…

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…

Bayesian modeling and analysis of the MEG and EEG modalities provide a flexible framework for introducing prior information complementary to the measured data. This prior information is often qualitative in nature, making the translation of…

Amortized Bayesian inference (ABI) offers fast, scalable approximations to posterior densities by training neural surrogates on data simulated from the statistical model. However, ABI methods are highly sensitive to model misspecification:…

Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…