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The standard approach to inference from cosmic large-scale structure data employs summary statistics that are compared to analytic models in a Gaussian likelihood with pre-computed covariance. To overcome the idealising assumptions about…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-24 Kiyam Lin , Maximilian von Wietersheim-Kramsta , Benjamin Joachimi , Stephen Feeney

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

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-10 A. Spurio Mancini , M. M. Docherty , M. A. Price , J. D. McEwen

Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way…

Machine Learning · Statistics 2026-01-30 Jonas Arruda , Niels Bracher , Ullrich Köthe , Jan Hasenauer , Stefan T. Radev

The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…

Computation · Statistics 2013-04-17 John Geweke , Garland Durham , Huaxin Xu

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

Semi-implicit variational inference (SIVI) greatly enriches the expressiveness of variational families by considering implicit variational distributions defined in a hierarchical manner. However, due to the intractable densities of…

Machine Learning · Statistics 2023-08-22 Longlin Yu , Cheng Zhang

Designing algorithms for solving high-dimensional Bayesian inverse problems directly in infinite-dimensional function spaces - where such problems are naturally formulated - is crucial to ensure stability and convergence as the…

Machine Learning · Statistics 2025-12-02 Lorenzo Baldassari , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…

Machine Learning · Statistics 2023-10-31 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

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

Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…

High Energy Physics - Phenomenology · Physics 2026-02-16 Davide Valsecchi , Mauro Donegà , Rainer Wallny

Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data…

Machine Learning · Computer Science 2025-03-04 Yogesh Verma , Ayush Bharti , Vikas Garg

Stein variational inference (SVI) is a sample-based approximate Bayesian inference technique that generates a sample set by jointly optimizing the samples' locations to minimize an information-theoretic measure of discrepancy with the…

Machine Learning · Computer Science 2024-10-22 Liam Pavlovic , David M. Rosen

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

This paper proposes a novel diffusion-based posterior sampling method within a plug-and-play (PnP) framework. Our approach constructs a probability transport from an easy-to-sample terminal distribution to the target posterior, using a…

Machine Learning · Statistics 2025-12-10 Jinyuan Chang , Chenguang Duan , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang , Cheng Yuan

Statistical models are often defined by a generative process for simulating synthetic data, but this can lead to intractable likelihoods. Likelihood free inference (LFI) methods enable Bayesian inference to be performed in this case.…

Methodology · Statistics 2025-06-05 David Chen , Xinwei Li , Eui-Jin Kim , Prateek Bansal , David Nott

Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex…

Machine Learning · Statistics 2025-02-18 Ayush Bharti , Daolang Huang , Samuel Kaski , François-Xavier Briol

Traditional methods for system discovery frequently struggle with efficient data usage and uncertainty quantification. Identifying the governing equations of complex dynamical systems from data presents a significant challenge in scientific…

Machine Learning · Statistics 2026-04-14 Cindy Xiangrui Kong , Haoyang Zheng , Guang Lin

Bayesian inference allows to obtain useful information on the parameters of models, either in computational statistics or more recently in the context of Bayesian Neural Networks. The computational cost of usual Monte Carlo methods for…

Machine Learning · Statistics 2023-03-03 Inass Sekkat , Gabriel Stoltz

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Computation · Statistics 2026-01-07 Joshua J Bon , David J Warne , David J Nott , Christopher Drovandi