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Variational methods for simulation-based inference

ICLR 2022 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SNVI instead of SNLE with 100-chain MCMCPyloric network inference · Pyloric networkruntime for 10k samples: 808 minutes -> 11 minutesHelped
Use SNVI+fKL rather than previous methodsPyloric network inference · Pyloric networksimulations to obtain posterior: 350,000; 25 times fewer than previous methodsHelped
Use posterior samples rather than prior samplesPyloric network simulator · Pyloric networkvalid simulation rate: 1% -> 86%Helped
Use SNVI+fKL instead of 100-chain MCMCTwo moons · Two moonsruntime: up to twenty times fasterHelped
Use mass-covering SNVI objectives instead of reverse-KL SNPLATwo moons and SLCP inference · Two moons and SLCPC2STHelped
Add SIR posterior refinement (ablation)All SNVI variants · Bernoulli GLM, Lotka Volterra, Two moons, and SLCPC2STHelped
Use reverse KL rather than a mass-covering objective (ablation)SNVI / SNPLA · Two moons and SLCPposterior approximation qualityHurt
Choose fKL, IW-ELBO, or α-divergence as the mass-covering objective (ablation)SNVI · Bernoulli GLM, Lotka Volterra, Two moons, and SLCPC2ST after SIRNo clear effect
Use likelihood estimation with SNVI instead of SNLE with MCMCSBI benchmark tasks · Bernoulli GLM, Lotka Volterra, Two moons, and SLCPruntimeHelped

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