## Fast epsilon-free Inference of Simulation Models with Bayesian Conditional Density Estimation

May 20, 2016
George Papamakarios, Iain Murray

Target:
posterior
Neural Network: mixture-density
Samples: direct
Sequential: yes

## Flexible statistical inference for mechanistic models of neural dynamics

November 6, 2017
Jan-Matthis Lueckmann, Pedro J. Gonçalves, Giacomo Bassetto, Kaan Öcal, Marcel Nonnenmacher, Jakob H. Macke

Target:
posterior
Neural Network: normalizing-flows
Samples: direct
Sequential: yes

## Sequential Neural Likelihood: Fast Likelihood-free Inference with Autoregressive Flows

May 18, 2018
George Papamakarios, David C. Sterratt, Iain Murray

Target:
likelihood
Neural Network: normalizing-flows
Samples: MCMC
Sequential: yes

## Likelihood-free inference with emulator networks

May 23, 2018
Jan-Matthis Lueckmann, Giacomo Bassetto, Theofanis Karaletsos, Jakob H. Macke

Target:
likelihood
Neural Network: deep-ensembles
Samples: MCMC
Sequential: yes

## Likelihood-free MCMC with Amortized Approximate Ratio Estimators

March 10, 2019
Joeri Hermans, Volodimir Begy, Gilles Louppe

Target:
likelihood-ratio
Neural Network: classifier-NN
Samples: MCMC
Sequential: no

## Automatic posterior transformation for likelihood-free inference

May 17, 2019
David S. Greenberg, Marcel Nonnenmacher, Jakob H. Macke

Target:
posterior
Neural Network: normalizing-flows
Samples: direct
Sequential: yes

## The frontier of simulation-based inference

November 4, 2019
Kyle Cranmer, Johann Brehmer, Gilles Louppe

- They discuss recent advaces in LFI, including NN-based methods.

## On Contrastive Learning for Likelihood-free Inference

February 10, 2020
Conor Durkan, Iain Murray, George Papamakarios

Target:
likelihood-ratio, posterior
Neural Network: classifier-NN, normalizing-flows
Samples: MCMC, direct
Sequential: yes

- Code
- They unify the ratio estimation approach by Hermans et al. (2019) with the sequential neural posterior formulation of Greenberg et al. (2019).

## BayesFlow: Learning complex stochastic models with invertible neural networks

March 13, 2020
Stefan T. Radev, Ulf K. Mertens, Andreass Voss, Lynton Ardizzone, Ullrich Köthe

Target:
posterior
Neural Network: normalizing-flows
Samples: direct
Sequential: no

## Distortion estimates for approximate Bayesian inference

June 19, 2020
Hanwen Xing, Geoff Nicholls, Jeong (Kate) Lee

Target:
posterior
Neural Network: normalizing-flows
Samples: direct
Sequential: no

- They use normalizing flows to build distortion maps which acts on univariate marginals of the approximate posterior to move them closer to the exact posterior, without evaluation of the latter, for a specific observation.
- Can be applied to any posterior approximation, provided simulations from the model are doable.

July 17, 2020
Alvaro Tejero-Cantero, Jan Boelts, Michael Deistler, Jan-Matthis Lueckmann, Conor Durkan, Pedro J. Gonçalves, David S. Greenberg, Jakob H. Macke

- Code
- A Python toolbox for simulation-based inference methods based on NNs.
- Documentation at this webpage

## Likelihood approximation networks (LANs) for fast inference of simulation models in cognitive neuroscience

December 2, 2020
Alexander Fengler, Lakshmi N Govindarajan, Tony Chen, Michael J Frank

Target:
likelihood
Neural Network: any-NN
Samples: MCMC
Sequential: no

- Code
- They use NNs to directly approximate likelihood estimates obtained by KDE or binned empirical estimates from repeated model simulations.

## Score Matched Neural Exponential Families for Likelihood-Free Inference

December 20, 2020
Lorenzo Pacchiardi, Ritabrata Dutta

Target:
likelihood
Neural Network: any-NN
Samples: MCMC
Sequential: no

## Benchmarking Simulation-Based Inference

January 12, 2021
Jan-Matthis Lueckmann, Jan Boelts, David S. Greenberg, Pedro J. Gonçalves, Jakob H. Macke

- Code
- Benchmark repository for LFI methods.
- They test the performance of LFI methods (including NN-based ones) on a variety of models and data sets.
- Interactive results at this webpage

## Sequential Neural Posterior and Likelihood Approximation

February 12, 2021
Samuel Wiqvist, Jes Frellsen, Umberto Picchini

Target:
likelihood, posterior
Neural Network: normalizing-flows
Samples: direct
Sequential: yes

- Code
- They use normalizing flows for both the posterior and the likelihood.
- They also optionally use an additional NN for learning summary statistics at the same time.

## Robust and integrative Bayesian neural networks for likelihood-free parameter inference

February 12, 2021
Fredrik Wrede, Robin Eriksson, Richard Jiang, Linda Petzold, Stefan Engblom, Andreas Hellander, Prashant Singh

Target:
posterior
Neural Network: Bayesian-NN
Samples: MCMC
Sequential: yes

- They bin the parameter values and use a classifier to predict the exact parameter value from data
- The classifier is a BNN and is trained on a set of parameter-data pairs
- When a new observation comes, the posterior is estimated by MCMC on the posterior weights and combining the set of predictions of the classifier into a (discretized) posterior distribution.

June 3, 2021
Giulio Isacchini, Natanael Spisak, Armita Nourmohammad, Thierry Mora, Aleksandra M. Walczak

Target:
likelihood-ratio
Neural Network: any-NN
Samples: MCMC
Sequential: no

## GATSBI: Generative Adversarial Training for Simulation-Based Inference

September 29, 2021
Poornima Ramesh, Jan-Matthis Lueckmann, Jan Boelts, Álvaro Tejero-Cantero, David S. Greenberg, Pedro J. Gonçalves, Jakob H. Macke

Target:
posterior
Neural Network: generative-NN
Samples: direct
Sequential: yes

- Uses Generative Adversarial Networks to represent the posterior.
- Code

## Variational methods for simulation-based inference

September 29, 2021
Manuel Glöckler, Michael Deistler, Jakob H. Macke

Target:
likelihood, posterior
Neural Network: normalizing-flows
Samples: direct
Sequential: yes

- Code
- They consider the standard likelihood or likelihood-ratio approaches and replace MCMC with a variational inference done via normalizing flows
- In this way you get benefits of targeting likelihood with no need of MCMC
- Related to Wiqvist et al. (2021) above.

## Arbitrary Marginal Neural Ratio Estimation for Simulation-based Inference

October 1, 2021
François Rozet, Gilles Louppe

Target:
likelihood-ratio
Neural Network: classifier-NN
Samples: MCMC
Sequential: no

- Extension of Hermans et al. 2019 (above) which allows to explicitly obtain every possible marginal
- Thanks to this you can plot marginals with no need of posterior sampling
- Code

## Variational Likelihood-Free Gradient Descent

November 22, 2021
Jack Simons, Song Liu, Mark Beaumont

Target:
likelihood-ratio
Neural Network: classifier-NN
Samples: Stein Variational Gradient Descent
Sequential: yes

- Considers a set of particles which will be a posterior approximation
- The particles are fitted to the posterior by alternating between NN training and Stein Variaional Gradient Descent steps

## Group equivariant neural posterior estimation

November 25, 2021
Maximilian Dax, Stephen R. Green, Jonathan Gair, Michael Deistler, Bernhard Schölkopf, Jakob H. Macke

Target:
posterior
Neural Network: normalizing-flows
Samples: MCMC
Sequential: no

- Extension of the Neural Posterior Estimation approach with normalizing flows to incorporate equivariant transformations.
- The methods works without changing the NN architecture, instead transforming the data via another transformation before feeding it into the NN. The transformation is also parametrized by a NN.
- It defines a joint posterior on parameters and transformation and then obtain posterior samples via Gibbs sampling on the two conditionals (each conditional sampling steps do not require MCMC, as normalizing flows are used for the conditional on parameters and blurring via a kernel is used for the transformation conditional).

## BayesFlow Can Reliably Detect Model Misspecification and Posterior Errors in Amortized Bayesian Inference

December 16, 2021
Marvin Schmitt, Paul-Christian Bürkner, Ullrich Köthe, Stefan T. Radev

Target:
posterior
Neural Network: normalizing-flows
Samples: direct
Sequential: no

- Code
- They modify the original BayesFlow approach (Radev et al. 2020, see above) to somehow handle and diagnose model misspecification, using MMD.

## Conditional Simulation Using Diffusion Schrödinger Bridges

February 27, 2022
Yuyang Shi, Valentin De Bortoli, George Deligiannidis, Arnaud Doucet

Target:
posterior
Neural Network: denoising-diffusion-model
Samples: direct
Sequential: no

- They use denoising diffusion models on an extended state space which allows for Likelihood-Free Bayesian Inference