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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…
Simulation-based inference (SBI) is an established approach for performing Bayesian inference on scientific simulators. SBI so far works best on low-dimensional parametric models. However, it is difficult to infer function-valued…
The marginal likelihood, or evidence, plays a central role in Bayesian model selection, yet remains notoriously challenging to compute in likelihood-free settings. While Simulation-Based Inference (SBI) techniques such as Sequential Neural…
We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…
Spatial individual-level models (ILMs) provide a flexible framework for modelling infectious disease transmission across populations with known locations. Bayesian inference for these models relies on Markov chain Monte Carlo (MCMC), which…
Sum-product networks (SPNs) are probabilistic models characterized by exact and fast evaluation of fundamental probabilistic operations. Its superior computational tractability has led to applications in many fields, such as machine…
Predictive posterior densities (PPDs) are of interest in approximate Bayesian inference. Typically, these are estimated by simple Monte Carlo (MC) averages using samples from the approximate posterior. We observe that the signal-to-noise…
Motivated by the growing popularity of variants of the Wasserstein distance in statistics and machine learning, we study statistical inference for the Sliced Wasserstein distance--an easily computable variant of the Wasserstein distance.…
Contaminant observations and outliers often cause problems when estimating the parameters of cognitive models, which are statistical models representing cognitive processes. In this study, we test and improve the robustness of parameter…
For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…
Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of…
This paper, which is Part 1 of a two-part paper series, considers a simulation-based inference with learned summary statistics, in which such a learned summary statistic serves as an empirical-likelihood with ameliorative effects in the…
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…
The constrained minimization (respectively maximization) of directed distances and of related generalized entropies is a fundamental task in information theory as well as in the adjacent fields of statistics, machine learning, artificial…
Making inferences about physical properties of the Universe requires knowledge of the data likelihood. A Gaussian distribution is commonly assumed for the uncertainties with a covariance matrix estimated from a set of simulations. The noise…
Bayesian inference represents a principled way to incorporate Earth structure uncertainty in full-waveform moment tensor inversions, but traditional approaches generally require significant approximations that risk biasing the resulting…
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…
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…
Simulation-based inference with neural posterior estimation (NPE) often yields overconfident and unreliable posteriors under limited simulation budgets. To address this, we propose DRO-NPE, a distributionally robust approach that replaces…
Driven by steady progress in deep generative modeling, simulation-based inference (SBI) has emerged as the workhorse for inferring the parameters of stochastic simulators. However, recent work has demonstrated that model misspecification…