Related papers: Preconditioned Robust Neural Posterior Estimation …
In this work, we study TabPFN as a training-free, modular summary network for simulation-based Bayesian inference (SBI). Tabular foundation models such as TabPFN are pretrained on broad families of synthetic tabular data-generating…
Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…
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…
Computer simulations have long presented the exciting possibility of scientific insight into complex real-world processes. Despite the power of modern computing, however, it remains challenging to systematically perform inference under…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…
Recent advances in neural density estimation have enabled powerful simulation-based inference (SBI) methods that can flexibly approximate Bayesian inference for intractable stochastic models. Although these methods have demonstrated…
Despite the promise of Neural Posterior Estimation (NPE) methods in astronomy, the adaptation of NPE into the routine inference workflow has been slow. We identify three critical issues: the need for custom featurizer networks tailored to…
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…
Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods. While traditional statistical approaches like approximate Bayesian computation and Bayesian…
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:…
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…
A central challenge in many areas of science and engineering is to identify model parameters that are consistent with prior knowledge and empirical data. Bayesian inference offers a principled framework for this task, but can be…
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…
Stochastic infectious disease models capture uncertainty in public health outcomes and have become increasingly popular in epidemiological practice. However, calibrating these models to observed data is challenging with existing methods for…
Amortized simulation-based inference (SBI) methods train neural networks on simulated data to perform Bayesian inference. While this strategy avoids the need for tractable likelihoods, it often requires a large number of simulations and has…
In many parameter estimation problems, the exact model is unknown and is assumed to belong to a set of candidate models. In such cases, a predetermined data-based selection rule selects a parametric model from a set of candidates before the…
Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…
The growing availability of large and complex datasets has increased interest in temporal stochastic processes that can capture stylized facts such as marginal skewness, non-Gaussian tails, long memory, and even non-Markovian dynamics.…
Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…
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,…