Dynamic SBI: Round-free sequential simulation-based inference with adaptive datasets
Published version
Peer-reviewed
Repository URI
Repository DOI
Change log
Authors
Abstract
Abstract Simulation-based inference (SBI) is emerging as a new statistical paradigm for addressing complex scientific inference problems. By leveraging the representational power of deep neural networks, SBI can extract the most informative simulation features for the parameters of interest. Sequential SBI methods extend this approach by iteratively steering the simulation process towards the most relevant regions of parameter space. This is typically implemented through an algorithmic structure, in which simulation and network training alternate over multiple rounds. This strategy is particularly well suited for high-precision inference in high-dimensional settings, which are commonplace in physics applications with growing data volumes and increasing model fidelity. Here, we introduce dynamic SBI, which implements the core ideas of sequential methods in a round-free, asynchronous, and highly parallelisable manner. At its core is an adaptive dataset that is iteratively transformed during inference to resemble the target observation. Simulation and training proceed in parallel: trained networks are used both to filter out simulations incompatible with the data and to propose new, more promising ones. Compared to round-based sequential methods, this asynchronous structure can significantly reduce simulation costs and training overhead. We demonstrate that dynamic SBI achieves significant improvements in simulation and training efficiency while maintaining inference performance. We further validate our framework on two challenging astrophysical inference tasks: characterising the stochastic gravitational wave background and analysing strong gravitational lensing systems. Overall, this work presents a flexible and efficient new paradigm for sequential SBI.
Description
Acknowledgements: We would like to thank David Yallup for helpful conversations about connections to Bayesian computation, and Fabian Schmidt for helpful comments on the draft of the manuscript. JA is supported by a fellowship from the Kavli Foundation. The work of MP is supported by the Comunidad de Madrid under the Programa de Atracción de Talento Investigador with number 2024-T1TEC-3134. MP and JA acknowledge the hospitality of Imperial College London, which provided office space during some parts of this project. The work of CW was supported by a project that has received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation program (Grant Agreement No. 864035 - UnDark). HL is supported by a fellowship from the China Scholarship Council (CSC).
Funder: Kavli Foundation; doi: http://dx.doi.org/10.13039/100001201
Funder: China Scholarship Council (CSC)
Funder: European Research Council (ERC)
Funder: Comunidad de Madrid; doi: http://dx.doi.org/10.13039/100012818
Journal Title
Conference Name
Journal ISSN
2632-2153
Volume Title
Publisher
Publisher DOI
Rights and licensing
Sponsorship
Programa de Atracción de Talento Investigador (2024-T1TEC-3134)

