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All-in-one simulation-based inference

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arxiv 2404.09636 v3 pith:AT3EXBKL submitted 2024-04-15 cs.LG cs.AIstat.ML

classification cs.LGcs.AIstat.ML
keywords inferenceamortizedbayesiandatasimformersimulation-basedcurrentmodel
verification ladder T0 review T1 audit T2 compute T3 formal
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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 simulation-based amortized inference methods are simulation-hungry and inflexible: They require the specification of a fixed parametric prior, simulator, and inference tasks ahead of time. Here, we present a new amortized inference method -- the Simformer -- which overcomes these limitations. By training a probabilistic diffusion model with transformer architectures, the Simformer outperforms current state-of-the-art amortized inference approaches on benchmark tasks and is substantially more flexible: It can be applied to models with function-valued parameters, it can handle inference scenarios with missing or unstructured data, and it can sample arbitrary conditionals of the joint distribution of parameters and data, including both posterior and likelihood. We showcase the performance and flexibility of the Simformer on simulators from ecology, epidemiology, and neuroscience, and demonstrate that it opens up new possibilities and application domains for amortized Bayesian inference on simulation-based models.

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Cited by 7 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. A Hierarchical Validity-Audit Framework for Neural Mass Models in Simulation-Based Inference: From Observational Coverage to Mechanistic Interpretation

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    PFNs, which amortize Bayesian inference by training on datasets sampled from a prior, are likely to supersede MCMC and variational inference for most prediction tasks, the authors argue.

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