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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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2965928871,183 · Jun 202019922001200920172026
48 results for Simulation Based Inference

Bayesian neural networks improve simulation-based inference with limited data.

problem Inaccurate inference in data-poor regimes with limited or expensive simulations.
method Bayesian neural networks for posterior approximation, accounting for computational uncertainty.
result Bayesian neural networks produce well-calibrated posteriors with few simulations.

New method speeds up Bayesian inference for complex simulators.

problem Challenges in Bayesian inference for complex stochastic simulators with intractable likelihood functions.
method Optimization Monte Carlo framework reformulated as deterministic optimization problems with gradient-based methods.
result Accurate posterior inference with reduced runtimes compared to existing methods.

SNVI combines likelihood estimation with variational inference for efficient Bayesian inference.

problem Bayesian inference in models with intractable likelihoods.
method Sequential Neural Variational Inference (SNVI) that combines likelihood-estimation with variational inference.
result SNVI is more computationally efficient than previous algorithms without sacrificing accuracy.

Framework synthesizes programs for simulating complex models and estimating parameters.

problem Parameter estimation for complex models requires manual encoding of fixed model structures.
method Combines LLMs for program synthesis with neural simulation-based inference.
result Identifies plausible model families from open-ended prompts with high accuracy.

Improved flow-based inference speeds up and boosts accuracy for complex simulations.

problem Challenging inverse problems in astronomy, such as modeling strong gravitational lens systems.
method Refines flow-based generative models with simulator feedback for posterior inference.
result Improves accuracy by 53% and speeds up inference by up to 67x.

BNRE improves simulation-based inference by producing more conservative posteriors.

problem Overconfident posteriors from current simulation-based inference algorithms risk false inferences.
method Balanced Neural Ratio Estimation (BNRE) that produces more conservative posterior approximations.
result BNRE produces more conservative posterior surrogates on all tested benchmarks and simulation budgets.

New method uses low-fidelity simulations to efficiently infer parameters of high-fidelity models.

problem Challenges in inferring parameters of computationally expensive high-fidelity models.
method Multifidelity simulation-based inference using transfer learning and adaptive selection of high-fidelity parameters.
result Significant reduction in the number of high-fidelity simulations required for inference.

Unified framework for simulation-based inference learns a single model for multiple tasks.

problem Simulation-based inference for multiple tasks with limited model retraining.
method Unified flow-matching generative model with query-aware masking distribution.
result Competitive performance on various inference tasks and real-world problems.

Simulation-based inference methods can produce unreliable posterior approximations.

problem Reliability of simulation-based inference methods for scientific use cases.
method Benchmarked algorithms including Neural Posterior Estimation, Neural Ratio Estimation, Sequential Neural Likelihood, and Approximate Bayesian Computation.
result Ensembling posterior surrogates provides more reliable approximations.

PriorGuide adapts diffusion models to new priors at test time.

problem Limited applicability of prior distributions in diffusion-based inference.
method PriorGuide uses a guidance approximation to adapt diffusion models to new priors at test time.
result Enhances the versatility of pre-trained inference models by allowing flexible adaptation to new priors.

BOED improves SBI by optimizing experimental designs and inference functions.

problem Efficiently use experimental resources for better inference on complex models.
method Link mutual information bounds between SBI and BOED, optimizing both design and inference.
result BOED improves inference in real-world simulators in epidemiology and biology.

ACE improves GBI for simulators by approximating cost functions, making inference more efficient.

problem Inference for misspecified simulators is overly restrictive.
method Amortized cost estimation (ACE) for Generalized Bayesian Inference (GBI).
result ACE provides accurate cost predictions and more efficient inference.

ConDiSim uses diffusion models to approximate complex system posteriors efficiently.

problem Simulation-based inference of systems with intractable likelihoods.
method Conditional diffusion model with forward and reverse processes.
result Effective posterior approximation across various benchmark and real-world problems.

Improved inference efficiency for complex simulations.

problem Challenges in performing inference under resource-intensive stochastic simulators.
method Active sequential neural posterior estimation (ASNPE) integrating active learning into posterior estimation.
result Improved sample efficiency with low computational overhead.

Paper tackles SBI under model misspecification, presenting robust strategies.

problem Challenges in SBI under model misspecification.
method Three key strategies: robust summary statistics, generalised Bayesian inference, and error modelling.
result Empirical results show vulnerabilities of SBI and effectiveness of misspecification-robust alternatives.

Dynamic SBI improves SBI efficiency without rounds, reducing simulation and training costs.

problem Efficiently perform complex scientific inference with high-dimensional data.
method Adaptive dataset transformation, parallel simulation and training.
result Significant improvements in simulation and training efficiency.

How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators. However, existing methods are limited to a narrow range of proposal distributions or r…

2019-05-17abs ↗pdf ↗

RoPE framework calibrates misspecified simulators for reliable inference.

problem Misspecification compromises reliability of simulation-based inference.
method Data-driven calibration using optimal transport and a small calibration set.
result RoPE framework improves inference accuracy and uncertainty calibration.

Paper uses learned summary statistics for Bayesian inference with difficult likelihood functions.

problem Difficult to obtain exact likelihood function for observation data and simulation model.
method Simulation-based inference with learned summary statistics, using Cressie-Read discrepancy criterion.
result Effective inference performed over selected sample sets of observation data.

This work extends balancing to various simulation-based inference algorithms for more conservative posterior approximations.

problem Overconfident posterior approximations in simulation-based inference.
method Introduces a balanced version of neural posterior estimation and contrastive neural ratio estimation.
result Balanced versions tend to produce conservative posterior approximations on various benchmarks.

New method improves sample-efficiency in neural posterior estimation using simulator gradients.

problem High-fidelity posterior estimation with complex physical simulations is time-consuming.
method Neural Posterior Estimation (NPE) with differentiable simulators and gradient information.
result Improves sample-efficiency in posterior density estimation.

The paper improves SBI for BHMs by diagnosing misspecification and inferring parameters.

problem Model misspecification in Bayesian hierarchical models.
method Two-step framework: latent function diagnosis followed by SBI of target parameters.
result Improved simulation-based inference for complex models without explicit model checking.

Paper introduces RVNP to improve SBI in misspecified models.

problem Misspecification in simulation-based inference leads to unreliable posterior estimation.
method RVNP uses variational inference and error modeling to bridge the simulation-to-reality gap.
result RVNP can recover robust posterior inference without hyperparameters or priors.

A new method combines scores of individual observations to efficiently approximate posterior distributions.

problem Handling posterior distributions conditioned on multiple observations with neural methods.
method Conditional score modeling to combine learned scores from individual observations.
result Sample-efficient method that can aggregate multiple observations at inference time.

Two synthetic likelihood methods learn EBM of likelihood from simulator data for SBI.

problem Conduct inference from experimental observations using high-fidelity simulators.
method Learn conditional EBM of likelihood using synthetic data conditioned on parameters.
result Learned likelihood combined with prior yields posterior estimate for sampling.

This study benchmarks likelihood-free inference methods for models with heavy-tailed or discrete data.

problem Comparing likelihood-free inference methods for models with structural features like heavy-tails or discreteness.
method Four approaches: MLE, NBE, EOT, and AW-NBE are evaluated using simulations.
result The choice of evaluation tools is crucial for models with extremes and discrete data.

GATSBI uses GANs for SBI, improving posterior estimation in high dimensions.

problem Statistical inference on stochastic models without likelihoods.
method Adversarial approach to variational objective, amortized inference, implicit priors.
result GATSBI returns well-calibrated posterior estimates in high dimensions.

The paper investigates model misspecification in Bayesian inference using neural networks.

problem Detecting model misspecification in Bayesian inference with neural networks.
method Conceptualized types of model misspecification and proposed an augmented optimization objective with MMD.
result MMD can detect potentially catastrophic misspecifications in Bayesian inference.

New method corrects selection bias in complex models.

problem Selection bias in statistical studies leading to systematic distortions.
method Amortized Bayesian inference with neural posterior estimation.
result Recover well-calibrated posterior distributions across diverse selection mechanisms.

LSBI approximates likelihood with linear functions for cosmological parameter estimation.

problem Estimating cosmological parameters from complex data.
method Sequential Linear Simulation-based Inference (LSBI) using Gaussian approximations.
result LSBI achieves convergence after 4-5 rounds of simulations, comparable to neural methods.

MINIMALIST maximizes mutual information for likelihood estimation from simulated data.

problem Learning model parameters from likelihood functions that cannot be computed.
method Maximizes mutual information between simulated data and model parameters using neural networks.
result Different methods aiming at the same optimal energy form can be directly benchmarked.

New method for efficient inference over complex parameter spaces.

problem Challenges in Bayesian inference for high-dimensional, intractable likelihoods.
method Arbitrary Marginal Neural Ratio Estimation (AMNRE) for simulation-based inference.
result Efficient inference over arbitrary subsets of parameters without numerical integration.

New methods improve Bayesian inference for complex economic models.

problem Difficulty in parameter estimation for simulation models, especially in economics.
method Neural network-based black-box approximate Bayesian inference methods.
result Neural network methods provide state-of-the-art parameter inference for economic simulation models.