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We study parameter inference in simulation-based stochastic models where the analytical form of the likelihood is unknown. The main difficulty is that score evaluation as a ratio of noisy Monte Carlo estimators induces bias and instability,…
Bayesian inference methods rely on numerical algorithms for both model selection and parameter inference. In general, these algorithms require a high computational effort to yield reliable estimates. One of the major challenges in…
We present a cosmology analysis of simulated weak lensing convergence maps using the Neural Field Scattering Transform (NFST) to constrain cosmological parameters. The NFST extends the Wavelet Scattering Transform (WST) by incorporating…
Existing state-of-the-art novel view synthesis methods rely on either fairly accurate 3D geometry estimation or sampling of the entire space for neural volumetric rendering, which limit the overall efficiency. In order to improve the…
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…
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…
We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…
Over the last couple of decades, there has been a surge in various approaches to multiple-point statistics simulation, commonly referred to as MPS. These methods have aimed to improve several critical aspects of realism in the results,…
Simplicial complexes provide a powerful framework for modeling higher-order interactions in structured data, making them particularly suitable for applications such as trajectory prediction and mesh processing. However, existing simplicial…
Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…
Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…
An issue for molecular dynamics simulations is that events of interest often involve timescales that are much longer than the simulation time step, which is set by the fastest timescales of the model. Because of this timescale separation,…
We consider the problem of sequential binary hypothesis testing with a distributed sensor network in a non-Gaussian noise environment. To this end, we present a general formulation of the Consensus + Innovations Sequential Probability Ratio…
In performing a Bayesian analysis of astronomical data, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multimodal or exhibit pronounced…
Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. Unlike approximate Bayesian computation, SNPE techniques learn the posterior from…
We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…
In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…
Nested Sampling is a method for computing the Bayesian evidence, also called the marginal likelihood, which is the integral of the likelihood with respect to the prior. More generally, it is a numerical probabilistic quadrature rule. The…
We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…
Effective learning of asymmetric and local features in images and other data observed on multi-dimensional grids is a challenging objective critical for a wide range of image processing applications involving biomedical and natural images.…