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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

A central challenge in many areas of science and engineering is to identify model parameters that are consistent with prior knowledge and empirical data. Bayesian inference offers a principled framework for this task, but can be…

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…

Simulation-based Bayesian inference (SBI) methods are widely used for parameter estimation in complex models where evaluating the likelihood is challenging but generating simulations is relatively straightforward. However, these methods…

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…

Machine Learning · Computer Science 2022-11-28 Jonas Beck , Michael Deistler , Yves Bernaerts , Jakob Macke , Philipp Berens

Recent advances in probabilistic deep learning enable efficient amortized Bayesian inference in settings where the likelihood function is only implicitly defined by a simulation program (simulation-based inference; SBI). But how faithful is…

Machine Learning · Computer Science 2024-06-07 Marvin Schmitt , Paul-Christian Bürkner , Ullrich Köthe , Stefan T. Radev

A growing family of approaches to causal inference rely on Bayesian formulations of assumptions that go beyond causal graph structure. For example, Bayesian approaches have been developed for analyzing instrumental variable designs,…

Machine Learning · Computer Science 2022-11-01 Sam Witty , David Jensen , Vikash Mansinghka

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

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…

Model misspecification analysis strategies, such as anomaly detection, model validation, and model comparison are a key component of scientific model development. Over the last few years, there has been a rapid rise in the use of…

Instrumentation and Methods for Astrophysics · Physics 2025-03-17 Noemi Anau Montel , James Alvey , Christoph Weniger

Simulation-based inference (SBI) is constantly in search of more expressive and efficient algorithms to accurately infer the parameters of complex simulation models. In line with this goal, we present consistency models for posterior…

Machine Learning · Computer Science 2024-11-05 Marvin Schmitt , Valentin Pratz , Ullrich Köthe , Paul-Christian Bürkner , Stefan T Radev

Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI)…

Current experimental scientists have been increasingly relying on simulation-based inference (SBI) to invert complex non-linear models with intractable likelihoods. However, posterior approximations obtained with SBI are often…

This paper presents recent methodological advances to perform simulation-based inference (SBI) of a general class of Bayesian hierarchical models (BHMs), while checking for model misspecification. Our approach is based on a two-step…

Methodology · Statistics 2022-11-03 Florent Leclercq

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

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

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

Simulation-based inference (SBI) offers a flexible and general approach to performing Bayesian inference: In SBI, a neural network is trained on synthetic data simulated from a model and used to rapidly infer posterior distributions for…

Machine Learning · Computer Science 2025-10-28 Julius Vetter , Manuel Gloeckler , Daniel Gedon , Jakob H. Macke

Single-molecule experiments are a unique tool to characterize the structural dynamics of biomolecules. However, reconstructing molecular details from noisy single-molecule data is challenging. Simulation-based inference (SBI) integrates…

Chemical Physics · Physics 2024-10-22 Lars Dingeldein , Pilar Cossio , Roberto Covino
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