Bayesian inference for misspecified generative models

DJ Nott, C Drovandi, DT Frazier - Annual Review of Statistics …, 2023 - annualreviews.org
Bayesian inference is a powerful tool for combining information in complex settings, a task of
increasing importance in modern applications. However, Bayesian inference with a flawed …

Learning robust statistics for simulation-based inference under model misspecification

D Huang, A Bharti, A Souza… - Advances in Neural …, 2023 - proceedings.neurips.cc
Simulation-based inference (SBI) methods such as approximate Bayesian computation
(ABC), synthetic likelihood, and neural posterior estimation (NPE) rely on simulating …

Robust neural posterior estimation and statistical model criticism

D Ward, P Cannon, M Beaumont… - Advances in …, 2022 - proceedings.neurips.cc
Computer simulations have proven a valuable tool for understanding complex phenomena
across the sciences. However, the utility of simulators for modelling and forecasting …

Investigating the impact of model misspecification in neural simulation-based inference

P Cannon, D Ward, SM Schmon - arxiv preprint arxiv:2209.01845, 2022 - arxiv.org
Aided by advances in neural density estimation, considerable progress has been made in
recent years towards a suite of simulation-based inference (SBI) methods capable of …

Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy

PC Bürkner, M Scholz, ST Radev - Statistic Surveys, 2023 - projecteuclid.org
Probabilistic (Bayesian) modeling has experienced a surge of applications in almost all
quantitative sciences and industrial areas. This development is driven by a combination of …

Detecting model misspecification in amortized Bayesian inference with neural networks

M Schmitt, PC Bürkner, U Köthe, ST Radev - DAGM German Conference …, 2023 - Springer
Recent advances in probabilistic deep learning enable efficient amortized Bayesian
inference in settings where the likelihood function is only implicitly defined by a simulation …

Computing Bayes: From then 'til now

GM Martin, DT Frazier, CP Robert - Statistical Science, 2024 - projecteuclid.org
This paper takes the reader on a journey through the history of Bayesian computation, from
the 18th century to the present day. Beginning with the one-dimensional integral first …

A comparison of likelihood-free methods with and without summary statistics

C Drovandi, DT Frazier - Statistics and Computing, 2022 - Springer
Likelihood-free methods are useful for parameter estimation of complex models with
intractable likelihood functions for which it is easy to simulate data. Such models are …

Approximating Bayes in the 21st century

GM Martin, DT Frazier, CP Robert - Statistical Science, 2024 - projecteuclid.org
The 21st century has seen an enormous growth in the development and use of approximate
Bayesian methods. Such methods produce computational solutions to certain “intractable” …

Detecting model misspecification in amortized bayesian inference with neural networks: An extended investigation

M Schmitt, PC Bürkner, U Köthe, ST Radev - arxiv preprint arxiv …, 2024 - arxiv.org
Recent advances in probabilistic deep learning enable efficient amortized Bayesian
inference in settings where the likelihood function is only implicitly defined by a simulation …