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Estimating the size of hidden populations using Multiple Systems Estimation (MSE) is a critical task in quantitative sociology; however, practical application is often hindered by imperfect administrative data and computational constraints.…

Applications · Statistics 2026-01-12 Joseph Marsh , Nathan A. Judd , Lax Chan , Rowland G. Seymour

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

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 a Simulation-Based Inference (SBI) framework for cosmological parameter estimation via void lensing analysis. Despite the absence of an analytical model of void lensing, SBI can effectively learn posterior distributions through…

Cosmology and Nongalactic Astrophysics · Physics 2025-07-09 Chen Su , Huanyuan Shan , Cheng Zhao , Wenshuo Xu , Jiajun Zhang

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

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…

Methodology · Statistics 2025-04-15 Wang Yuyan , Michael Evans , David J. Nott

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

Neural likelihood estimation methods for simulation-based inference can suffer from performance degradation when the modeled data is very high-dimensional or lies along a lower-dimensional manifold, which is due to the inability of the…

Machine Learning · Statistics 2025-06-12 Simon Dirmeier , Carlo Albert , Fernando Perez-Cruz

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 --…

Machine Learning · Computer Science 2023-12-19 Mila Gorecki , Jakob H. Macke , Michael Deistler

Simulation-based inference (SBI) is emerging as a new statistical paradigm for addressing complex scientific inference problems. By leveraging the representational power of deep neural networks, SBI can extract the most informative…

Instrumentation and Methods for Astrophysics · Physics 2025-10-17 Huifang Lyu , James Alvey , Noemi Anau Montel , Mauro Pieroni , Christoph Weniger

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

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

Simulation-based inference (SBI) is an established approach for performing Bayesian inference on scientific simulators. SBI so far works best on low-dimensional parametric models. However, it is difficult to infer function-valued…

Machine Learning · Computer Science 2025-11-17 Guy Moss , Leah Sophie Muhle , Reinhard Drews , Jakob H. Macke , Cornelius Schröder

A major challenge in sample-based inference (SBI) for Bayesian neural networks is the size and structure of the networks' parameter space. Our work shows that successful SBI is possible by embracing the characteristic relationship between…

Machine Learning · Computer Science 2024-05-29 Emanuel Sommer , Lisa Wimmer , Theodore Papamarkou , Ludwig Bothmann , Bernd Bischl , David Rügamer

In many areas of science, complex phenomena are modeled by stochastic parametric simulators, often featuring high-dimensional parameter spaces and intractable likelihoods. In this context, performing Bayesian inference can be challenging.…

Machine Learning · Computer Science 2021-11-10 François Rozet , Gilles Louppe

Scientists and engineers employ stochastic numerical simulators to model empirically observed phenomena. In contrast to purely statistical models, simulators express scientific principles that provide powerful inductive biases, improve…

Nested sampling (NS) computes parameter posterior distributions and makes Bayesian model comparison computationally feasible. Its strengths are the unsupervised navigation of complex, potentially multi-modal posteriors until a well-defined…

Computation · Statistics 2023-07-11 Johannes Buchner

Black-box simulators are widely used in robotics, but optimizing their parameters remains challenging due to inaccessible likelihoods. Simulation-Based Inference (SBI) tackles this issue using simulation-driven approaches, estimating the…

Robotics · Computer Science 2025-10-20 Gahee Kim , Takamitsu Matsubara

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

Making inferences about physical properties of the Universe requires knowledge of the data likelihood. A Gaussian distribution is commonly assumed for the uncertainties with a covariance matrix estimated from a set of simulations. The noise…

Cosmology and Nongalactic Astrophysics · Physics 2025-07-09 Jed Homer , Oliver Friedrich , Daniel Gruen