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We present Neural Quantile Estimation (NQE), a novel Simulation-Based Inference (SBI) method based on conditional quantile regression. NQE autoregressively learns individual one dimensional quantiles for each posterior dimension,…

Machine Learning · Statistics 2024-11-22 He Jia

Our work utilized a non-sequential simulation-based inference algorithm to provide an amortized neural density estimator, which approximates the posterior distribution for seven parameters of the adaptive exponential integrate-and-fire…

Neural and Evolutionary Computing · Computer Science 2026-02-13 Jakob Kaiser , Eric Müller , Johannes Schemmel

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an…

Machine Learning · Computer Science 2023-05-25 Manuel Glöckler , Michael Deistler , Jakob H. Macke

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

Amortized simulator-based inference offers a powerful framework for tackling Bayesian inference in computational fields such as engineering or neuroscience, increasingly leveraging modern generative methods like diffusion models to map…

Generalized Bayesian Inference (GBI) provides a flexible framework for updating prior distributions using various loss functions instead of the traditional likelihoods, thereby enhancing the model robustness to model misspecification.…

Machine Learning · Computer Science 2026-01-08 Elham Afzali , Saman Muthukumarana , Liqun Wang

We propose a posterior for Bayesian Likelihood-Free Inference (LFI) based on generalized Bayesian inference. To define the posterior, we use Scoring Rules (SRs), which evaluate probabilistic models given an observation. In LFI, we can…

Methodology · Statistics 2024-09-24 Lorenzo Pacchiardi , Sherman Khoo , Ritabrata Dutta

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

In recent years, inconsistency in Bayesian deep learning has attracted significant attention. Tempered or generalized posterior distributions are frequently employed as direct and effective solutions. Nonetheless, the underlying mechanisms…

Machine Learning · Computer Science 2025-09-23 Yinsong Chen , Samson S. Yu , Zhong Li , Chee Peng Lim

Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…

Image and Video Processing · Electrical Eng. & Systems 2021-12-02 Max-Heinrich Laves , Malte Tölle , Alexander Schlaefer , Sandy Engelhardt

Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…

Machine Learning · Computer Science 2021-02-08 Minyoung Kim , Vladimir Pavlovic

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Machine Learning · Statistics 2026-05-06 Nan Feng , Xun Huan

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

Machine Learning · Computer Science 2023-10-25 Ankush Ganguly , Sanjana Jain , Ukrit Watchareeruetai

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…

Machine Learning · Statistics 2018-11-27 Ari Pakman , Liam Paninski

The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…

Machine Learning · Statistics 2019-02-28 Rui Shu , Hung H. Bui , Jay Whang , Stefano Ermon

We present Posterior Temperature Optimized Bayesian Inverse Models (POTOBIM), an unsupervised Bayesian approach to inverse problems in medical imaging using mean-field variational inference with a fully tempered posterior. Bayesian methods…

Image and Video Processing · Electrical Eng. & Systems 2022-02-03 Max-Heinrich Laves , Malte Tölle , Alexander Schlaefer , Sandy Engelhardt

In this paper, the use of the Generalized Beta Mixture (GBM) and Horseshoe distributions as priors in the Bayesian Compressive Sensing framework is proposed. The distributions are considered in a two-layer hierarchical model, making the…

Information Theory · Computer Science 2014-11-11 Zahra Sabetsarvestani , Hamidreza Amindavar

We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling. This approach allows for the efficient inference of theoretical parameters in high-dimensional…

Machine Learning · Computer Science 2026-02-23 Rajneil Baruah

Amortized variational inference is an often employed framework in simulation-based inference that produces a posterior approximation that can be rapidly computed given any new observation. Unfortunately, there are few guarantees about the…

Methodology · Statistics 2024-07-26 Yash Patel , Declan McNamara , Jackson Loper , Jeffrey Regier , Ambuj Tewari