arXiv Machine Learning

Aggregated Posterior Predictive Checks for Generative Modeling

arXiv Machine Learning
1d 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
arXiv Statistics ML
Sep 3

Robust Bayesian Inference for Unnormalized Models with Mixed-Domain Data

The paper introduces SME-BETEL, a semiparametric Bayesian method that merges score matching estimating equations with Bayesian exponentially tilted empirical likelihood to perform inference on models with intractable normalizing constants. SME-BETEL avoids evaluating these constants and eliminates the need for learning-rate calibration, while providing consistency, asymptotic normality, and a Bernstein‑von Mises theorem that guarantees asymptotically calibrated credible sets even under model misspecification. The authors extend the framework to mixed‑domain data, enabling robust inference for doubly‑intractable models such as spatial preferential sampling, and demonstrate its effectiveness through simulations and an ozone‑monitoring application.

By Jiongran Wang, Debdeep Pati, Anirban Bhattacharya