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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…

Machine Learning · Computer Science 2026-05-11 Elliot Pickens , Chiraag Gohel , Sidharth Satya

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…

Machine Learning · Statistics 2021-11-10 Pedro L. C. Rodrigues , Thomas Moreau , Gilles Louppe , Alexandre Gramfort

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…

Machine Learning · Computer Science 2024-12-10 Sam Griesemer , Defu Cao , Zijun Cui , Carolina Osorio , Yan Liu

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…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

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…

Machine Learning · Statistics 2025-12-17 Matthew O'Callaghan , Kaisey S. Mandel , Gerry Gilmore

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…

Instrumentation and Methods for Astrophysics · Physics 2023-12-25 Keming Zhang , Joshua S. Bloom , Stéfan van der Walt , Nina Hernitschek

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…

Machine Learning · Computer Science 2024-11-05 Marvin Schmitt , Valentin Pratz , Ullrich Köthe , Paul-Christian Bürkner , Stefan T Radev

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…

Methodology · Statistics 2024-03-08 Ryan P. Kelly , David J. Nott , David T. Frazier , David J. Warne , Chris Drovandi

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

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…

Machine Learning · Computer Science 2025-03-04 Yogesh Verma , Ayush Bharti , Vikas Garg

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…

Machine Learning · Statistics 2025-01-17 Yifei Xiong , Xiliang Yang , Sanguo Zhang , Zhijian He

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…

Methodology · Statistics 2024-12-18 Prayag Chatha , Fan Bu , Jeffrey Regier , Evan Snitkin , Jon Zelner

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…

Machine Learning · Computer Science 2025-03-04 Manuel Gloeckler , Shoji Toyota , Kenji Fukumizu , Jakob H. Macke

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…

Signal Processing · Electrical Eng. & Systems 2025-04-25 Nadav Harel , Tirza Routtenberg

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…

Machine Learning · Statistics 2026-05-25 Shiyi Sun , Geoff K. Nicholls , Jeong Eun Lee

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.…

Machine Learning · Statistics 2025-10-09 Dan Leonte , Raphaël Huser , Almut E. D. Veraart

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…

Instrumentation and Methods for Astrophysics · Physics 2024-03-06 Alex Kolmus , Justin Janquart , Tomasz Baka , Twan van Laarhoven , Chris Van Den Broeck , Tom Heskes

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,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont