Generalized Bayesian Inference for Scientific Simulators via Amortized Cost Estimation. (arXiv:2305.15208v2 [stat.ML] UPDATED)

Simulation-based inference (SBI) enables amortized Bayesian inference for
simulators with implicit likelihoods. But when we are primarily interested in
the quality of predictive simulations, or when the model cannot exactly
reproduce the observed data (i.e., is misspecified), targeting the Bayesian
posterior may be overly restrictive. Generalized Bayesian Inference (GBI) aims
to robustify inference for (misspecified) simulator models, replacing the
likelihood-function with a cost function that evaluates the goodness of
parameters relative to data. However, GBI methods generally require running
multiple …

arxiv bayesian bayesian inference cost data generalized inference posterior predictive quality restrictive simulation simulations