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.
By Ludvig Doeser, Jens Jasche
arXiv:2601. 21026v2 Announce Type: replace-cross Abstract: Sampling configurations at thermodynamic equilibrium is a central challenge in statistical physics.
By Louis Grenioux, Maxence Noble
arXiv:2608. 07648v1 Announce Type: cross Abstract: Sampling high-dimensional probability distributions is a central task in scientific computing, with applications ranging from Bayesian inference to statistical physics and molecular simulation.
By Marylou Gabri\'e
arXiv:2509. 23385v5 Announce Type: replace-cross Abstract: Simulation-based inference (SBI) is transforming experimental sciences by enabling parameter estimation in complex non-linear models from simulated data.
By Pierre-Louis Ruhlmann, Michael Arbel, Florence Forbes, Pedro L. C. Rodrigues
arXiv:2407. 20432v3 Announce Type: replace Abstract: Bayesian inference methods such as Markov Chain Monte Carlo (MCMC) typically require repeated computations of the likelihood function, but in some scenarios this is infeasible and alternative methods are needed.
By Linnea M Wolniewicz, Peter Sadowski, Claudio Corti
arXiv:2608. 13774v1 Announce Type: new Abstract: Markov chain Monte Carlo (MCMC) requires only the ability to evaluate the likelihood, making it a common technique for inference in complex models.
By Harini Venkatesan, Christian Shelton, Ming-Feng Ho, Simeon Bird, Mengxuan Wu
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.
By Ricardo Baptista, Hojjat Kaveh, Andrew M. Stuart
arXiv:2606. 04324v1 Announce Type: new Abstract: One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function.
By Riccardo Saporiti, Fabio Nobile
arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.
By Heasung Kim, Taekyun Lee, Hyeji Kim, Gustavo de Veciana
arXiv:2512. 20685v3 Announce Type: replace-cross Abstract: Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data.
By Jonas Arruda, Niels Bracher, Ullrich K\"othe, Jan Hasenauer, Stefan T. Radev
arXiv:2606. 11140v1 Announce Type: cross Abstract: Data assimilation (DA) in subsurface flow entails calibrating model parameters to match observed data, typically at wells, while preserving geological realism.
By Guido Di Federico, Wenchao Teng, Louis J. Durlofsky
arXiv:2606. 20417v1 Announce Type: new Abstract: Inverse problems for differential equations arise throughout science and engineering, where one seeks to infer unknown model parameters from noisy or incomplete observations.
By Christian Jimenez-Beltran, Aretha L. Teckentrup, Antonio Vergari, Konstantinos C. Zygalakis