Abstract:Modern Bayesian inference involves a mixture of computational methods for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows. An overarching motif of many Bayesian methods is that they are relatively slow, which often becomes prohibitive when fitting complex models to large data sets. Amortized Bayesian inference (ABI) offers a path to solving the computational challenges of Bayes. ABI trains neural networks on model simulations, rewarding users with rapid inference of any model-implied quantity, such as point estimates, likelihoods, or full posterior distributions. In this work, we present the Python library BayesFlow, Version 2.0, for general-purpose ABI. Along with direct posterior, likelihood, and ratio estimation, the software includes support for multiple popular deep learning backends, a rich collection of generative networks for sampling and density estimation, complete customization and high-level interfaces, as well as new capabilities for hyperparameter optimization, design optimization, and hierarchical modeling. Using a case study on dynamical system parameter estimation, combined with comparisons to similar software, we show that our streamlined, user-friendly workflow has strong potential to support broad adoption.




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. Their score-based formulation offers a flexible way to learn conditional or joint distributions over parameters and observations, thereby providing a versatile solution to various modeling problems. In this tutorial review, we synthesize recent developments on diffusion models for SBI, covering design choices for training, inference, and evaluation. We highlight opportunities created by various concepts such as guidance, score composition, flow matching, consistency models, and joint modeling. Furthermore, we discuss how efficiency and statistical accuracy are affected by noise schedules, parameterizations, and samplers. Finally, we illustrate these concepts with case studies across parameter dimensionalities, simulation budgets, and model types, and outline open questions for future research.