Abstract:We consider problems of parameter estimation where design variables can be actively optimized to maximize information gain. To this end, we introduce JADAI, a framework that jointly amortizes Bayesian adaptive design and inference by training a policy, a history network, and an inference network end-to-end. The networks minimize a generic loss that aggregates incremental reductions in posterior error along experimental sequences. Inference networks are instantiated with diffusion-based posterior estimators that can approximate high-dimensional and multimodal posteriors at every experimental step. Across standard adaptive design benchmarks, JADAI achieves superior or competitive performance.




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.




Abstract:Amortized Bayesian inference (ABI) offers fast, scalable approximations to posterior densities by training neural surrogates on data simulated from the statistical model. However, ABI methods are highly sensitive to model misspecification: when observed data fall outside the training distribution (generative scope of the statistical models), neural surrogates can behave unpredictably. This makes it a challenge in a model comparison setting, where multiple statistical models are considered, of which at least some are misspecified. Recent work on self-consistency (SC) provides a promising remedy to this issue, accessible even for empirical data (without ground-truth labels). In this work, we investigate how SC can improve amortized model comparison conceptualized in four different ways. Across two synthetic and two real-world case studies, we find that approaches for model comparison that estimate marginal likelihoods through approximate parameter posteriors consistently outperform methods that directly approximate model evidence or posterior model probabilities. SC training improves robustness when the likelihood is available, even under severe model misspecification. The benefits of SC for methods without access of analytic likelihoods are more limited and inconsistent. Our results suggest practical guidance for reliable amortized Bayesian model comparison: prefer parameter posterior-based methods and augment them with SC training on empirical datasets to mitigate extrapolation bias under model misspecification.




Abstract:Neural networks are fragile when confronted with data that significantly deviates from their training distribution. This is true in particular for simulation-based inference methods, such as neural amortized Bayesian inference (ABI), where models trained on simulated data are deployed on noisy real-world observations. Recent robust approaches employ unsupervised domain adaptation (UDA) to match the embedding spaces of simulated and observed data. However, the lack of comprehensive evaluations across different domain mismatches raises concerns about the reliability in high-stakes applications. We address this gap by systematically testing UDA approaches across a wide range of misspecification scenarios in both a controlled and a high-dimensional benchmark. We demonstrate that aligning summary spaces between domains effectively mitigates the impact of unmodeled phenomena or noise. However, the same alignment mechanism can lead to failures under prior misspecifications - a critical finding with practical consequences. Our results underscore the need for careful consideration of misspecification types when using UDA techniques to increase the robustness of ABI in practice.
Abstract:We propose an expert-elicitation method for learning non-parametric joint prior distributions using normalizing flows. Normalizing flows are a class of generative models that enable exact, single-step density evaluation and can capture complex density functions through specialized deep neural networks. Building on our previously introduced simulation-based framework, we adapt and extend the methodology to accommodate non-parametric joint priors. Our framework thus supports the development of elicitation methods for learning both parametric and non-parametric priors, as well as independent or joint priors for model parameters. To evaluate the performance of the proposed method, we perform four simulation studies and present an evaluation pipeline that incorporates diagnostics and additional evaluation tools to support decision-making at each stage of the elicitation process.



Abstract:We propose a new contrastive objective for learning overcomplete pixel-level features that are invariant to motion blur. Other invariances (e.g., pose, illumination, or weather) can be learned by applying the corresponding transformations on unlabeled images during self-supervised training. We showcase that a simple U-Net trained with our objective can produce local features useful for aligning the frames of an unseen video captured with a moving camera under realistic and challenging conditions. Using a carefully designed toy example, we also show that the overcomplete pixels can encode the identity of objects in an image and the pixel coordinates relative to these objects.




Abstract:Fluorescence lifetime imaging (FLI) is an important technique for studying cellular environments and molecular interactions, but its real-time application is limited by slow data acquisition, which requires capturing large time-resolved images and complex post-processing using iterative fitting algorithms. Deep learning (DL) models enable real-time inference, but can be computationally demanding due to complex architectures and large matrix operations. This makes DL models ill-suited for direct implementation on field-programmable gate array (FPGA)-based camera hardware. Model compression is thus crucial for practical deployment for real-time inference generation. In this work, we focus on compressing recurrent neural networks (RNNs), which are well-suited for FLI time-series data processing, to enable deployment on resource-constrained FPGA boards. We perform an empirical evaluation of various compression techniques, including weight reduction, knowledge distillation (KD), post-training quantization (PTQ), and quantization-aware training (QAT), to reduce model size and computational load while preserving inference accuracy. Our compressed RNN model, Seq2SeqLite, achieves a balance between computational efficiency and prediction accuracy, particularly at 8-bit precision. By applying KD, the model parameter size was reduced by 98\% while retaining performance, making it suitable for concurrent real-time FLI analysis on FPGA during data capture. This work represents a big step towards integrating hardware-accelerated real-time FLI analysis for fast biological processes.




Abstract:Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve both speed and accuracy when performing inference on many observed datasets. Our approach uses principled diagnostics to guide the choice of inference method for each dataset, moving along the Pareto front from fast amortized sampling to slower but guaranteed-accurate MCMC when necessary. By reusing computations across steps, our workflow creates synergies between amortized and MCMC-based inference. We demonstrate the effectiveness of this integrated approach on a generalized extreme value task with 1000 observed data sets, showing 90x time efficiency gains while maintaining high posterior quality.




Abstract:Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their well-recognized advantages, MLMs pose significant computational challenges, often rendering their estimation and evaluation intractable within reasonable time constraints. Recent advances in simulation-based inference offer promising solutions for addressing complex probabilistic models using deep generative networks. However, the utility and reliability of deep learning methods for estimating Bayesian MLMs remains largely unexplored, especially when compared with gold-standard samplers. To this end, we explore a family of neural network architectures that leverage the probabilistic factorization of multilevel models to facilitate efficient neural network training and subsequent near-instant posterior inference on unseen data sets. We test our method on several real-world case studies and provide comprehensive comparisons to Stan as a gold-standard method where possible. Finally, we provide an open-source implementation of our methods to stimulate further research in the nascent field of amortized Bayesian inference.




Abstract:Recent advances in probabilistic deep learning enable efficient amortized Bayesian inference in settings where the likelihood function is only implicitly defined by a simulation program (simulation-based inference; SBI). But how faithful is such inference if the simulation represents reality somewhat inaccurately, that is, if the true system behavior at test time deviates from the one seen during training? We conceptualize the types of such model misspecification arising in SBI and systematically investigate how the performance of neural posterior approximators gradually deteriorates as a consequence, making inference results less and less trustworthy. To notify users about this problem, we propose a new misspecification measure that can be trained in an unsupervised fashion (i.e., without training data from the true distribution) and reliably detects model misspecification at test time. Our experiments clearly demonstrate the utility of our new measure both on toy examples with an analytical ground-truth and on representative scientific tasks in cell biology, cognitive decision making, disease outbreak dynamics, and computer vision. We show how the proposed misspecification test warns users about suspicious outputs, raises an alarm when predictions are not trustworthy, and guides model designers in their search for better simulators.