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Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

The expressiveness of flow-based models combined with stochastic variational inference (SVI) has expanded the application of optimization-based Bayesian inference to highly complex problems. However, despite the importance of multi-model…

Computation · Statistics 2026-02-17 Laurence Davies , Dan Mackinlay , Rafael Oliveira , Scott A. Sisson

Approximate Bayesian inference based on Laplace approximation and quadrature methods have become increasingly popular for their efficiency at fitting latent Gaussian models (LGM), which encompass popular models such as Bayesian generalized…

Methodology · Statistics 2024-03-20 Dayi Li , Ziang Zhang

Predictive Bayesian inference (PBI) represents a model-and prior-agnostic approach to standard Bayesian inference which allows users to quantify uncertainty for a functional of interest only by specifying a forward predictive model for…

Methodology · Statistics 2026-05-04 David T. Frazier , Hui Wang

Despite the recent success in probabilistic modeling and their applications, generative models trained using traditional inference techniques struggle to adapt to new distributions, even when the target distribution may be closely related…

Machine Learning · Computer Science 2019-09-17 Mike Wu , Kristy Choi , Noah Goodman , Stefano Ermon

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

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

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for…

Machine Learning · Statistics 2026-02-11 Sherman Khoo , Dennis Prangle , Song Liu , Mark Beaumont

Amortized Bayesian inference (ABI) with neural networks has emerged as a powerful simulation-based approach for estimating complex mechanistic models. However, extending ABI to hierarchical models, a cornerstone of modern Bayesian analysis,…

Quantitative Methods · Quantitative Biology 2026-04-08 Jonas Arruda , Vikas Pandey , Catherine Sherry , Margarida Barroso , Xavier Intes , Jan Hasenauer , Stefan T. Radev

Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…

Methodology · Statistics 2025-09-15 Haoyu Jiang , Yuexi Wang , Yun Yang

In this paper we present an algorithm for rapid Bayesian analysis that combines the benefits of nested sampling and artificial neural networks. The blind accelerated multimodal Bayesian inference (BAMBI) algorithm implements the MultiNest…

Instrumentation and Methods for Astrophysics · Physics 2012-03-12 Philip Graff , Farhan Feroz , Michael P. Hobson , Anthony Lasenby

Neural networks are being extensively used for modelling data, especially in the case where no likelihood can be formulated. Although in the case of X-ray spectral fitting, the likelihood is known, we aim to investigate the neural networks…

Instrumentation and Methods for Astrophysics · Physics 2024-02-22 Didier Barret , Simon Dupourqué

Studying conditional independence among many variables with few observations is a challenging task. Gaussian Graphical Models (GGMs) tackle this problem by encouraging sparsity in the precision matrix through $l_q$ regularization with…

Machine Learning · Computer Science 2023-11-17 Marcello Massimo Negri , F. Arend Torres , Volker Roth

Effective implementations of sampling-based probabilistic inference often require manually constructed, model-specific proposals. Inspired by recent progresses in meta-learning for training learning agents that can generalize to unseen…

Artificial Intelligence · Computer Science 2019-01-03 Tongzhou Wang , Yi Wu , David A. Moore , Stuart J. Russell

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

Semi-implicit variational inference (SIVI) is introduced to expand the commonly used analytic variational distribution family, by mixing the variational parameter with a flexible distribution. This mixing distribution can assume any density…

Machine Learning · Statistics 2018-05-30 Mingzhang Yin , Mingyuan Zhou

Amortized inference promises fast test-time Bayesian inference, but existing methods are inherently tied to fixed models. Extending amortization to unseen models typically requires retraining or costly test-time finetuning. In this paper,…

Machine Learning · Computer Science 2026-05-27 Joohwan Ko , Justin Domke

Intelligence is fundamentally non-ergodic: it emerges not from uniform sampling or optimization from scratch, but from the structured reuse of prior inference trajectories. We introduce Memory-Amortized Inference (MAI) as a formal framework…

Machine Learning · Computer Science 2025-08-21 Xin Li