BayesNDE is a neural density estimator that uses Bayesian generative modeling to estimate densities without relying on invertible networks or Jacobian-determinant calculations. It constructs an adaptive proposal for each observation by inferring a sample-specific latent posterior, and then applies bridge sampling to combine proposal samples with separate posterior samples for density estimation. Experiments on synthetic datasets show improved density estimation and structure recovery, while real-world applications demonstrate better anomaly detection.
arXiv:2511. 05924v4 Announce Type: replace Abstract: Estimating probability density and its score from samples remains a core problem in generative modeling, Bayesian inference, and kinetic theory.
arXiv:2608. 09348v1 Announce Type: new Abstract: Density estimation underlies many unsupervised tasks on tabular data such as anomaly detection, out-of-distribution detection, and data augmentation.
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.
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...
arXiv:2601. 07944v2 Announce Type: replace-cross Abstract: Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex, large-scale predictive problems.
arXiv:2605. 13092v2 Announce Type: replace-cross Abstract: Density estimation in high-dimensional settings is an important and challenging statistical problem.
arXiv:2502. 07580v4 Announce Type: replace Abstract: We present a novel view of diffusion-like generative modeling from the perspective of iterative Gaussian posterior inference.
The paper reviews generative modeling by categorizing generators into three types: those estimating counterfactual outcome distributions in causal inference, those recovering posteriors from simulated parameter–outcome pairs, and those forming predictive outcome distributions. It introduces generative Bayesian computation, a quantile neural network trained on simulated pairs using the pinball loss, which directly targets posterior distributions without requiring invertible architectures or density evaluation. The method is demonstrated on an agent-based Ebola transmission model, showing accurate posterior recovery at lower computational cost than rejection-based simulation inference.
arXiv:2606. 14235v1 Announce Type: new Abstract: Variational Inference (VI) is a fundamental inference technique in Bayesian machine learning for approximating complex posterior distributions.
arXiv:2606. 10023v1 Announce Type: cross Abstract: Accurate posterior estimation is central to scientific inference, as uncertainties determine what can be reliably learned from observational data.
arXiv:2609.20999v1 Announce Type: cross Abstract: Latent variable generative models are commonly fit using simple priors over latent variables, but draws from these priors often fail to produce reali...
arXiv:2605. 15407v3 Announce Type: replace-cross Abstract: We consider amortized Bayesian inference for nonlinear inverse problems using only samples from the joint distribution of parameters and observations, including problems with unknown functions in a Banach space.