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Related papers: Simulation-Based Inference: A Practical Guide

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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

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

Bayesian inference methods are useful in infectious diseases modeling due to their capability to propagate uncertainty, manage sparse data, incorporate latent structures, and address high-dimensional parameter spaces. However, parameter…

Methodology · Statistics 2025-04-29 Xiahui Li , Fergus Chadwick , Ben Swallow

With the next generation of both electromagnetic and gravitational wave observatories beginning to come online, rapid analysis methods for kilonova data are becoming increasingly important in astronomy. Traditional Bayesian parameter…

Instrumentation and Methods for Astrophysics · Physics 2026-05-15 Stephanie M. Brown , Mattia Bulla , Hiranya V. Peiris , Nikhil Sarin , Daniel Mortlock , Stephen Thorp , Gurjeet Jagwani , Stephan Rosswog , Samaya Nissanke

In Bayesian inference prior hyperparameters are chosen subjectively or estimated using empirical Bayes methods. Generalised Bayesian Inference (GBI) also has a learning rate hyperparameter. This is compounded in Semi-Modular Inference…

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Simulation methods are among the most ubiquitous methodological tools in statistical science. In particular, statisticians often is simulation to explore properties of statistical functionals in models for which developed statistical theory…

Methodology · Statistics 2023-08-22 Tyrel Stokes , Ian Shrier , Russell Steele

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.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

Bayesian inference was once a gold standard for learning with neural networks, providing accurate full predictive distributions and well calibrated uncertainty. However, scaling Bayesian inference techniques to deep neural networks is…

Machine Learning · Computer Science 2019-07-18 Pavel Izmailov , Wesley J. Maddox , Polina Kirichenko , Timur Garipov , Dmitry Vetrov , Andrew Gordon Wilson

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…

Machine Learning · Statistics 2020-08-17 Steven Kleinegesse , Michael U. Gutmann

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

We introduce Pawsterior, a variational flow-matching framework for improved and extended simulation-based inference (SBI). Many SBI problems involve posteriors constrained by structured domains, such as bounded physical parameters or hybrid…

Machine Learning · Computer Science 2026-03-10 Jorge Carrasco-Pollo , Floor Eijkelboom , Jan-Willem van de Meent

In this paper, we propose a method for estimating model parameters using Small-Angle Scattering (SAS) data based on the Bayesian inference. Conventional SAS data analyses involve processes of manual parameter adjustment by analysts or…

Traditional methods for spatial inference estimate smooth interpolating fields based on features measured at well-located points. When the spatial locations of some observations are missing, joint inference of the fields and locations is…

Simulation-based inference (SBI) has become an important tool in cosmology for extracting additional information from observational data using simulations. However, all cosmological simulations are approximations of the actual universe, and…

Cosmology and Nongalactic Astrophysics · Physics 2025-07-08 Sébastien Pierre , Bruno Régaldo-Saint Blancard , ChangHoon Hahn , Michael Eickenberg

Generating synthetic datasets that accurately reflect real-world observational data is critical for evaluating causal estimators, but it remains a challenging task. Existing generative methods offer a solution by producing synthetic…

Machine Learning · Computer Science 2026-04-07 Pracheta Amaranath , Vinitra Muralikrishnan , Amit Sharma , David Jensen

Sequential Bayesian inference over predictive functions is a natural framework for continual learning from streams of data. However, applying it to neural networks has proved challenging in practice. Addressing the drawbacks of existing…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Freddie Bickford Smith , Qixuan Feng , Yee Whye Teh , Yarin Gal

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

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