arXiv Machine Learning By Percy S. Zhai, Max Pachman, Peverel D. Shipley, Jungeum Kim

Two-way Guidance: Simultaneous Learning of Summary Statistics for Generative Bayes

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The paper introduces a two-way guidance framework that jointly learns summary statistics and posterior distributions for Bayesian simulation-based inference. By imposing a structural restriction on the learned summary, the method ensures that the posterior remains sufficient, while the posterior objective simultaneously steers the summary toward sufficiency. The authors provide theoretical guarantees on posterior estimation error and the deviation of the learned summary from sufficiency, outlining conditions on simulation budgets needed to recover increasingly concentrated posteriors as observation size grows.

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arXiv Machine Learning
Jun 15

Minimum Distance Summaries for Robust Neural Posterior Estimation

arXiv:2602. 09161v2 Announce Type: replace-cross Abstract: Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for fast inference by querying it on new test observations.

By Sherman Khoo, Dennis Prangle, Song Liu, Mark Beaumont