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Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

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…

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

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

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

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

Neural posterior estimation methods based on discrete normalizing flows have become established tools for simulation-based inference (SBI), but scaling them to high-dimensional problems can be challenging. Building on recent advances in…

Machine Learning · Computer Science 2023-10-30 Maximilian Dax , Jonas Wildberger , Simon Buchholz , Stephen R. Green , Jakob H. Macke , Bernhard Schölkopf

Bayesian parameter inference for complex stochastic simulators is challenging due to intractable likelihood functions. Existing simulation-based inference methods often require large number of simulations and become costly to use in…

Machine Learning · Computer Science 2026-04-06 Vasilis Gkolemis , Christos Diou , Michael U. Gutmann

For many practical applications in wireless communications, we need to recover a structured sparse signal from a linear observation model with dynamic grid parameters in the sensing matrix. Conventional expectation maximization (EM)-based…

Signal Processing · Electrical Eng. & Systems 2023-11-14 Wenkang Xu , An Liu , Bingpeng Zhou , Minjian Zhao

Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…

Simulation-Based Inference (SBI) deals with statistical inference in problems where the data are generated from a system that is described by a complex stochastic simulator. The challenge for inference in these problems is that the…

Computation · Statistics 2025-04-17 David Refaeli , Mira Marcus-Kalish , David M. Steinberg

Simulation-based inference (SBI) is a method to perform inference on a variety of complex scientific models with challenging inference (inverse) problems. Bayesian Optimal Experimental Design (BOED) aims to efficiently use experimental…

Machine Learning · Statistics 2025-02-13 Vincent D. Zaballa , Elliot E. Hui

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

We investigate the problem of recovering a structured sparse signal from a linear observation model with an uncertain dynamic grid in the sensing matrix. The state-of-the-art expectation maximization based compressed sensing (EM-CS)…

Signal Processing · Electrical Eng. & Systems 2024-07-25 An Liu , Yufan Zhou , Wenkang Xu

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

Amortized Bayesian inference (ABI) offers fast, scalable approximations to posterior densities by training neural surrogates on data simulated from the statistical model. However, ABI methods are highly sensitive to model misspecification:…

Machine Learning · Statistics 2026-01-27 Šimon Kucharský , Aayush Mishra , Daniel Habermann , Stefan T. Radev , Paul-Christian Bürkner

Neural networks are being extensively used for modelling data, especially in the case where no likelihood can be formulated. Although in the case of X-ray spectral fitting, the likelihood is known, we aim to investigate the neural networks…

Instrumentation and Methods for Astrophysics · Physics 2024-02-22 Didier Barret , Simon Dupourqué

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…

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

Inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsampling methodology for accelerated inference based on an unbiased…

Methodology · Statistics 2026-05-14 Matias Quiroz , Aishwarya Bhaskaran , Zixuan Wang , Thomas Goodwin