arXiv Machine Learning

Simulation-Based Empirical Bayes

arXiv:2607. 21843v1 Announce Type: cross Abstract: Empirical Bayes (EB) performs simultaneous inference across many related latent variables.

arXiv Machine Learning
Sep 3

Source Distribution Estimation by Posterior Averaging

The paper introduces a new approach to source distribution estimation (SDE) in simulation-based science, addressing limitations of existing methods that rely on a fixed surrogate likelihood. By employing an expectation‑maximization framework, the authors iteratively train an amortized posterior on fresh simulations (E‑step) and refit the source distribution to the posterior’s average (M‑step). Two parameterizations are explored: separate source and posterior flows, and a single shared conditional flow, with experiments on three benchmark tasks showing improved performance over fixed surrogate and iterated baseline methods, notably achieving higher data‑space C2ST scores on the Lotka–Volterra benchmark.

By Trung-Dung Hoang, Lisa M. Koch
arXiv Machine Learning
Aug 28

A Flexible Empirical Bayes Approach to Generalized Linear Models, with Applications to Sparse Logistic Regression

The paper presents a tuning‑free empirical Bayes framework for Bayesian generalized linear models that uses a novel mean‑field variational inference algorithm. By estimating the prior within the VI procedure and optimizing the posterior mean directly, the method reduces optimization complexity and supports scalable solvers like L‑BFGS and stochastic gradient descent. Applied to sparse logistic regression, the approach shows superior predictive performance compared to existing methods.

By Dongyue Xie, Matthew Stephens
arXiv Machine Learning
5d ago

Mixed neural posterior estimation for simulators with discrete and continuous parameters

The paper extends Neural Posterior Estimation (NPE) to handle simulators whose parameter spaces contain both discrete and continuous dimensions. It introduces an inference network that factorizes the joint posterior into discrete and continuous components, using an autoregressive classifier for the discrete part and a generative model for the continuous part, trained jointly with a single simulation-based objective. A diagnostic tool for assessing calibration of the mixed posterior is also proposed, and the method is shown to produce accurate, calibrated posteriors on toy and real scientific simulators.

By Jan Boelts, Cornelius Schr\"oder, Jonas Beck, Jakob H. Macke, Michael Deistler, Daniel Gedon
arXiv Machine Learning
4d ago

High-Dimensional Simulation-Based Inference in Latent Spaces

arXiv:2609.37381v1 Announce Type: new Abstract: Neural simulation-based inference (SBI) has been widely successful in inferring a relatively small number of interpretable parameters from potentially...

By Lars K\"uhmichel, Stefan T. Radev, Bhanu Prasanna Koppolu, Masoumeh Davoudi, Jerry M. Huang, Paul-Christian B\"urkner