2024/11/26 by Jan Boelts, Michael Deistler, Boelts, Jan +63 · 12 citations
Decision Sciences · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Scientific Computing and Data Management #Simulation Techniques and Applications
paper · pdf · doi:10.48550/arxiv.2411.17337
openalex publication_date 2024/11/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30
Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI) addresses this by enabling Bayesian inference for simulators, identifying parameters that match observed data and align with prior knowledge. Unlike traditional Bayesian inference, SBI only needs access to simulations from the model and does not require evaluations of the likelihood function. In addition, SBI algorithms do not require gradients through the simulator, allow for massive parallelization of simulations, and can perform inference for different observations without further simulations or training, thereby amortizing inference. Over the past years, we have developed, maintained, and extended sbi, a PyTorch-based package that implements Bayesian SBI algorithms based on neural networks. The sbi toolkit implements a wide range of inference methods, neural network architectures, sampling methods, and diagnostic tools. In addition, it provides well-tested default settings, but also offers flexibility to fully customize every step of the simulation-based inference workflow. Taken together, the sbi toolkit enables scientists and engineers to apply state-of-the-art SBI methods to black-box simulators, opening up new possibilities for aligning simulations with empirically observed data.