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Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Methodology · Statistics 2023-03-20 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

The standard approach to inference from cosmic large-scale structure data employs summary statistics that are compared to analytic models in a Gaussian likelihood with pre-computed covariance. To overcome the idealising assumptions about…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-24 Kiyam Lin , Maximilian von Wietersheim-Kramsta , Benjamin Joachimi , Stephen Feeney

In recent years, there has been a remarkable development of simulation-based inference (SBI) algorithms, and they have now been applied across a wide range of astrophysical and cosmological analyses. There are a number of key advantages to…

Instrumentation and Methods for Astrophysics · Physics 2025-03-18 Noemi Anau Montel , James Alvey , Christoph Weniger

Identifying tire and vehicle parameters is an essential step in designing control and planning algorithms for autonomous vehicles. This paper proposes a new method: Simulation-Based Inference (SBI), a modern interpretation of Approximate…

Robotics · Computer Science 2021-08-30 Ali Boyali , Simon Thompson , David Robert Wong

A growing family of approaches to causal inference rely on Bayesian formulations of assumptions that go beyond causal graph structure. For example, Bayesian approaches have been developed for analyzing instrumental variable designs,…

Machine Learning · Computer Science 2022-11-01 Sam Witty , David Jensen , Vikash Mansinghka

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

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…

Machine Learning · Statistics 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

In Simulation-based Inference, the goal is to solve the inverse problem when the likelihood is only known implicitly. Neural Posterior Estimation commonly fits a normalized density estimator as a surrogate model for the posterior. This…

Machine Learning · Statistics 2023-10-04 Benjamin Kurt Miller , Marco Federici , Christoph Weniger , Patrick Forré

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

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…

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

Statistics Theory · Mathematics 2024-03-01 Yiming Ma , Hang Liu , Davide La Vecchia , Metthieu Lerasle

We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with…

Machine Learning · Computer Science 2020-10-06 Rahul Singh , Isabel Haasler , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for…

Machine Learning · Statistics 2026-02-11 Sherman Khoo , Dennis Prangle , Song Liu , Mark Beaumont

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 (SBI) is shown to yield more accurate resonance parameter estimates than traditional chi-squared minimization in certain cases of model misspecification, demonstrated through a case study of pi-pi scattering and…

High Energy Physics - Phenomenology · Physics 2025-07-28 Daniel Sadasivan , Isaac Cordero , Andrew Graham , Cecilia Marsh , Daniel Kupcho , Melana Mourad , Maxim Mai

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have…

Instrumentation and Methods for Astrophysics · Physics 2022-07-13 Justine Zeghal , François Lanusse , Alexandre Boucaud , Benjamin Remy , Eric Aubourg

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…

Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI)…

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a…

Machine Learning · Computer Science 2023-04-19 Pierre Glaser , Michael Arbel , Samo Hromadka , Arnaud Doucet , Arthur Gretton

Simulation-based inference (SBI) is a method to perform inference on a variety of complex scientific models with challenging inference (inverse) problems. Bayesian Optimal Experimental Design (BOED) aims to efficiently use experimental…

Machine Learning · Statistics 2025-02-13 Vincent D. Zaballa , Elliot E. Hui