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Amortized Bayesian inference trains neural networks to solve stochastic inference problems using model simulations, thereby making it possible to rapidly perform Bayesian inference for any newly observed data. However, current…

Machine Learning · Computer Science 2024-07-16 Manuel Gloeckler , Michael Deistler , Christian Weilbach , Frank Wood , Jakob H. Macke

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Machine Learning · Statistics 2020-07-14 Stefan T. Radev , Andreas Voss , Eva Marie Wieschen , Paul-Christian Bürkner

Learning the kernel parameters for Gaussian processes is often the computational bottleneck in applications such as online learning, Bayesian optimization, or active learning. Amortizing parameter inference over different datasets is a…

Machine Learning · Computer Science 2023-06-19 Matthias Bitzer , Mona Meister , Christoph Zimmer

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

Machine Learning · Statistics 2026-01-14 Roy Shivam Ram Shreshtth , Arnab Hazra , Gourab Mukherjee

Bayesian inference is a powerful tool for parameter estimation and uncertainty quantification in dynamical systems. However, for nonlinear oscillator networks such as Kuramoto models, widely used to study synchronization phenomena in…

Applications · Statistics 2026-03-24 Emma Hannula , Jana de Wiljes , Matthew T. Moores , Heikki Haario , Lassi Roininen

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann

Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…

Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a…

Machine Learning · Computer Science 2018-07-26 Joseph Marino , Yisong Yue , Stephan Mandt

The global inducing point variational approximation for BNNs is based on using a set of inducing inputs to construct a series of conditional distributions that accurately approximate the conditionals of the true posterior distribution. Our…

Machine Learning · Statistics 2023-10-25 Matthew Ashman , Tommy Rochussen , Adrian Weller

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs…

Machine Learning · Computer Science 2024-08-14 Samuel Müller , Noah Hollmann , Sebastian Pineda Arango , Josif Grabocka , Frank Hutter

Meta-learning is a framework in which machine learning models train over a set of datasets in order to produce predictions on new datasets at test time. Probabilistic meta-learning has received an abundance of attention from the research…

Machine Learning · Statistics 2023-09-07 Tommy Rochussen

Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

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

Prior-data fitted networks (PFNs) have emerged as promising foundation models for prediction from tabular datasets, achieving state-of-the-art performance on small to moderate data sizes without tuning. While PFNs are motivated by Bayesian…

Methodology · Statistics 2026-05-11 Thomas Nagler , David Rügamer

Classical approaches for approximate inference depend on cleverly designed variational distributions and bounds. Modern approaches employ amortized variational inference, which uses a neural network to approximate any posterior without…

Machine Learning · Computer Science 2019-10-10 Yiming Yan , Melissa Ailem , Fei Sha

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

Finite mixtures are a broad class of models useful in scenarios where observed data is generated by multiple distinct processes but without explicit information about the responsible process for each data point. Estimating Bayesian mixture…

Machine Learning · Statistics 2026-03-17 Šimon Kucharský , Paul Christian Bürkner

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…

Training neural networks on randomly generated artificial datasets yields Bayesian models that capture the prior defined by the dataset-generating distribution. Prior-data Fitted Networks (PFNs) are a class of methods designed to leverage…

Machine Learning · Computer Science 2025-06-02 Samuel Müller , Arik Reuter , Noah Hollmann , David Rügamer , Frank Hutter

Amortized inference allows latent-variable models trained via variational learning to scale to large datasets. The quality of approximate inference is determined by two factors: a) the capacity of the variational distribution to match the…

Machine Learning · Computer Science 2018-05-29 Chris Cremer , Xuechen Li , David Duvenaud
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