Simulation-Based Inference
Overview
Simulation-based inference uses a generative simulator to learn about unknown parameters when the likelihood of observed data is unavailable or too costly to compute. Methods include approximate Bayesian computation and neural posterior, likelihood, or ratio estimation, often using normalizing flows or diffusion models to produce posterior samples. These approaches are used in settings such as epidemiology, cosmology, engineering, and biological systems, and can be amortized to answer many inference queries after training. A central challenge is ensuring accurate, calibrated uncertainty when simulations are expensive or the simulator differs from reality; calibration tests, identifiability checks, and careful posterior validation remain essential.
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