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Related papers: Robust Simulation Based Inference

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Building on the recent trend of new deep generative models known as Normalizing Flows (NF), simulation-based inference (SBI) algorithms can now efficiently accommodate arbitrary complex and high-dimensional data distributions. The…

Machine Learning · Statistics 2022-11-28 Julia Linhart , Alexandre Gramfort , Pedro L. C. Rodrigues

Identifying the parameters of a non-linear model that best explain observed data is a core task across scientific fields. When such models rely on complex simulators, evaluating the likelihood is typically intractable, making traditional…

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

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have…

Instrumentation and Methods for Astrophysics · Physics 2022-07-13 Justine Zeghal , François Lanusse , Alexandre Boucaud , Benjamin Remy , Eric Aubourg

Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

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

Simulation based inference (SBI) methods enable the estimation of posterior distributions when the likelihood function is intractable, but where model simulation is feasible. Popular neural approaches to SBI are the neural posterior…

Machine Learning · Statistics 2024-04-23 Xiaoyu Wang , Ryan P. Kelly , David J. Warne , Christopher Drovandi

X-ray spectral fitting in high-energy astrophysics can be reliably accelerated using Machine Learning. In particular, Simulation-based Inference (SBI) produces accurate posterior distributions in the Gaussian and Poisson regime for…

Instrumentation and Methods for Astrophysics · Physics 2025-07-09 Simon Dupourqué , Didier Barret

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…

Methodology · Statistics 2026-05-18 Chris U. Carmona , Geoff K. Nicholls

Statistical inference in physics is often based on samples from a generator (sometimes referred to as a ``forward model") that emulate experimental data and depend on parameters of the underlying theory. Modern machine learning has…

High Energy Physics - Phenomenology · Physics 2025-06-03 Chi Lung Cheng , Ranit Das , Runze Li , Radha Mastandrea , Vinicius Mikuni , Benjamin Nachman , David Shih , Gup Singh

We analyze a lightweight simulation-based inference method that infers simulator parameters using only a regression-based projection of the observed data. After fitting a surrogate linear regression once, the procedure simulates small…

Methodology · Statistics 2026-02-04 Arya Farahi , Jonah Rose , Paul Torrey

Conformal prediction is a framework for predictive inference with a distribution-free, finite-sample guarantee. However, it tends to provide uninformative prediction sets when calibration data are scarce. This paper introduces…

Machine Learning · Computer Science 2025-06-17 Meshi Bashari , Roy Maor Lotan , Yonghoon Lee , Edgar Dobriban , Yaniv Romano

Scientific modeling and engineering applications rely heavily on parameter estimation methods to fit physical models and calibrate numerical simulations using real-world measurements. In the absence of analytic statistical models with…

Machine Learning · Computer Science 2024-09-30 Ruoxi Jiang , Peter Y. Lu , Rebecca Willett

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

Simulation-based calibration checking (SBC) refers to the validation of an inference algorithm and model implementation through repeated inference on data simulated from a generative model. In the original and commonly used approach, the…

Methodology · Statistics 2025-03-11 Teemu Säilynoja , Marvin Schmitt , Paul-Christian Bürkner , Aki Vehtari

Computer simulations have long presented the exciting possibility of scientific insight into complex real-world processes. Despite the power of modern computing, however, it remains challenging to systematically perform inference under…

Machine Learning · Computer Science 2024-12-10 Sam Griesemer , Defu Cao , Zijun Cui , Carolina Osorio , Yan Liu

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

Simulation-based inference (SBI) enables cosmological parameter estimation when closed-form likelihoods or models are unavailable. However, SBI relies on machine learning for neural compression and density estimation. This requires large…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-29 Alex A. Saoulis , Davide Piras , Niall Jeffrey , Alessio Spurio Mancini , Ana M. G. Ferreira , Benjamin Joachimi