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Solving high-dimensional inverse problems using amortized likelihood-free inference with noisy and incomplete data

Here, we present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation. The summary network encodes raw observations into a fixed-size vector of summary features, while the inference network generates samples of the approximate posterior distribution of the model parameters based on these summary features. The posterior samples are produced in a deep generative fashion by sampling from a latent Gaussian distribution and passing these samples through an invertible transformation. We construct this invertible transformation by sequentially alternating conditional invertible neural network and conditional neural spline flow layers. The summary and inference networks are trained simultaneously. We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations of the system’s hydraulic head responses. The conductivity field is represented with 706 degrees of freedom in the considered problem. Comparison with the likelihood-based iterative ensemble smoother PEST-IES method demonstrates that the proposed method accurately estimates the parameter posterior distribution and the observations’ predictive posterior distribution at a fraction of the inference time of PEST-IES.

conditional invertible neural network↗

Optimizers for stabilizing likelihood-free inference

A growing number of applications in particle physics and beyond use neural networks as unbinned likelihood ratio estimators applied to real or simulated data. Precision requirements on the inference tasks demand a high-level of stability from these networks, which are affected by the stochastic nature of training. We show how physics concepts can be used to stabilize network training through a physics-inspired optimizer. In particular, the energy conserving descent (ECD) optimization framework uses classical Hamiltonian dynamics on the space of network parameters to reduce the dependence on the initial conditions while also stabilizing the result near the minimum of the loss function. We develop a version of this optimizer known as , which has few free hyperparameters with limited ranges guided by physical reasoning. We apply to representative likelihood-ratio estimation tasks in particle physics and find on average that it out-performs the widely used Adam optimizer. We expect that ECD will be a useful tool for wide array of data-limited problems, where it is computationally expensive to exhaustively optimize hyperparameters and mitigate fluctuations with ensembling.

Monte Carlo methods↗

Simulation-Based Inference for Neutrino Interaction Model Tuning

This project demonstrates, for the first time, the application of simulation-based inference (SBI) techniques to tune neutrino–nucleus interaction models. Using a mock dataset based on the MicroBooNE tuning of the GENIE event generator, our approach employs a Neural Posterior Estimator (NPE) with Masked Autoregressive Flows (MAF) to infer the posterior distributions of key GENIE parameters directly from simulated histograms. The workflow provides a scalable and amortized framework for performing likelihood-free inference in high-dimensional parameter spaces, offering a pathway to more efficient and uncertainty-aware model tuning for next-generation neutrino experiments such as DUNE and SBND.

Tame-Narvaez, KarlaMaria [Fermi National Accelerat↗

Inference of the optical depth to reionization τ from Planck CMB maps with convolutional neural networks

The optical depth to reionization, τ, is the least constrained parameter of the cosmological Λ cold dark matter (ΛCDM) model. To date, its most precise value is inferred from large-scale polarized cosmic microwave background (CMB) power spectra from the High Frequency Instrument (HFI) aboard the Planck satellite. These maps are known to contain significant contamination by residual non-Gaussian systematic effects, which are hard to model analytically. Therefore, robust constraints on τ are currently obtained through an empirical cross-spectrum likelihood built from simulations. In this paper, we present a likelihood-free inference of τ from polarized Planck HFI maps which, for the first time, is fully based on neural networks (NNs). NNs have the advantage of not requiring an analytical description of the data and can be trained on state-of-the-art simulations, combining the information from multiple channels. By using Gaussian sky simulations and Planck SRoll2 simulations, including CMB, noise, and residual instrumental systematic effects, we trained, tested, and validated NN models considering different setups. We inferred the value of τ directly from Stokes Q and U maps at ~4° pixel resolution, without computing angular power spectra. On Planck data, we obtained τ NN = 0.0579 ± 0.0082, which is compatible with current EE cross-spectrum results but with a ~30% larger uncertainty, which can be assigned to the inherent nonoptimality of our estimator and to the retraining procedure applied to avoid biases. While this paper does not improve on current cosmological constraints on τ, our analysis represents a first robust application of NN-based inference on real data, and highlights its potential as a promising tool for complementary analysis of near-future CMB experiments, also in view of the ongoing challenge to achieve the first detection of primordial gravitational waves.

79 ASTRONOMY AND ASTROPHYSICS↗

Dark energy survey year 3 results: likelihood-free, simulation-based w CDM inference with neural compression of weak-lensing map statistics

We present simulation-based cosmological wcold dark matter (wCDM) inference using dark energy survey year 3 weak-lensing maps, via neural data compression of weak-lensing map summary statistics: power spectra, peak counts, and direct map-level compression/inference with convolutional neural networks (CNN). Using simulation-based inference, also known as likelihood-free or implicit inference, we use forward-modelled mock data to estimate posterior probability distributions of unknown parameters. This approach allows all statistical assumptions and uncertainties to be propagated through the forward-modelled mock data; these include sky masks, non-Gaussian shape noise, shape measurement bias, source galaxy clustering, photometric redshift uncertainty, intrinsic galaxy alignments, non-Gaussian density fields, neutrinos, and non-linear summary statistics. We include a series of tests to validate our inference results. This paper also describes the Gower Street simulation suite: 791 full-sky pkdgrav3 dark matter simulations, with cosmological model parameters sampled with a mixed active-learning strategy, from which we construct over 3000 mock dark energy survey lensing data sets. For wCDM inference, for which we allow –1 < w < –$\frac{1}{3}$⁠, our most constraining result uses power spectra combined with map-level (CNN) inference. Using gravitational lensing data only, this map-level combination gives Ω m = 0.283$^{+0.020}_{–0.027}$⁠, S 8 = 0.804$^{+0.025}_{–0.017⁠}$, and w < –0.80 (with a 68 per cent credible interval); compared to the power spectrum inference, this is more than a factor of two improvement in dark energy parameter (Ω⁠ DE , w⁠) precision.

79 ASTRONOMY AND ASTROPHYSICS↗

Amortized simulation-based frequentist inference for tractable and intractable likelihoods

Abstract High-fidelity simulators that connect theoretical models with observations are indispensable tools in many sciences. If the likelihood is known, inference can proceed using standard techniques. However, when the likelihood is intractable or unknown, a simulator makes it possible to infer the parameters of a theoretical model directly from real and simulated observations when coupled with machine learning. We introduce an extension of the recently proposed likelihood-free frequentist inference ( LF2I ) approach that makes it possible to construct confidence sets with the p -value function and to use the same function to check the coverage explicitly at any given parameter point. Like LF2I , this extension yields provably valid confidence sets in parameter inference problems for which a high-fidelity simulator is available. The utility of our algorithm is illustrated by applying it to three pedagogically interesting examples: the first is from cosmology, the second from high-energy physics and astronomy, both with tractable likelihoods, while the third, with an intractable likelihood, is from epidemiology 3 3 Code to reproduce all of our results is available on https://github.com/AliAlkadhim/ALFFI . .

Computer Science↗

An implementation of neural simulation-based inference for parameter estimation in ATLAS

Neural simulation-based inference (NSBI) is a powerful class of machine-learning-based methods for statistical inference that naturally handles high-dimensional parameter estimation without the need to bin data into low-dimensional summary histograms. Such methods are promising for a range of measurements, including at the Large Hadron Collider, where no single observable may be optimal to scan over the entire theoretical phase space under consideration, or where binning data into histograms could result in a loss of sensitivity. This work develops a NSBI framework for statistical inference, using neural networks to estimate probability density ratios, which enables the application to a full-scale analysis. It incorporates a large number of systematic uncertainties, quantifies the uncertainty due to the finite number of events in training samples, develops a method to construct confidence intervals, and demonstrates a series of intermediate diagnostic checks that can be performed to validate the robustness of the method. As an example, the power and feasibility of the method are assessed on simulated data for a simplified version of an off-shell Higgs boson couplings measurement in the four-lepton final states. This approach represents an extension to the standard statistical methodology used by the experiments at the Large Hadron Collider, and can benefit many physics analyses.

frequentist statistics↗

A flexible event reconstruction based on machine learning and likelihood principles

Event reconstruction is a central step in many particle physics experiments, turning detector observables into parameter estimates; for example estimating the energy of an interaction given the sensor readout of a detector. A corresponding likelihood function is often intractable, and approximations need to be constructed. Here, in our work, we first show how the full likelihood for a many-sensor detector can be broken apart into smaller terms, and secondly how we can train neural networks to approximate all terms solely based on forward simulation. Our technique results in a fast, flexible, and close-to-optimal surrogate model proportional to the likelihood and can be used in conjunction with standard inference techniques allowing for a consistent treatment of uncertainties. We illustrate our technique for parameter inference in neutrino telescopes based on maximum likelihood and Bayesian posterior sampling. Given its great flexibility, we also showcase our method for geometry optimization enabling to learn optimal detector designs. Lastly, we apply our method to realistic simulation of a ton-scale water-based liquid scintillator detector.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Measurement of off-shell Higgs boson production in the $H^*\rightarrow ZZ\rightarrow 4\ell$ decay channel using a neural simulation-based inference technique in 13 TeV pp collisions with the ATLAS detector

A measurement of off-shell Higgs boson production in the $H^*\to ZZ\to 4\ell$ decay channel is presented. The measurement uses 140 fb −1 of proton–proton collisions at $\sqrt{s} = 13$ TeV collected by the ATLAS detector at the Large Hadron Collider and supersedes the previous result in this decay channel using the same dataset. The data analysis is performed using a neural simulation-based inference method, which builds per-event likelihood ratios using neural networks. The observed (expected) off-shell Higgs boson production signal strength in the $ZZ\to 4\ell$ decay channel at 68% CL is $0.87^{+0.75}_{-0.54}$ ($1.00^{+1.04}_{-0.95}$ ). The evidence for off-shell Higgs boson production using the $ZZ\to 4\ell$ decay channel has an observed (expected) significance of 2.5σ (1.3σ). The expected result represents a significant improvement relative to that of the previous analysis of the same dataset, which obtained an expected significance of 0.5σ. When combined with the most recent ATLAS measurement in the $ZZ\to 2\ell 2\nu$ decay channel, the evidence for off-shell Higgs boson production has an observed (expected) significance of 3.7σ (2.4σ). The off-shell measurements are combined with the measurement of on-shell Higgs boson production to obtain constraints on the Higgs boson total width. The observed (expected) value of the Higgs boson width at 68% CL is $4.3^{+2.7}_{-1.9}$ ($4.1^{+3.5}_{-3.4}$ ) MeV.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Deep Learning and Likelihood Approaches for Viral Phylogeography Converge on the Same Answers Whether the Inference Model Is Right or Wrong

Abstract Analysis of phylogenetic trees has become an essential tool in epidemiology. Likelihood-based methods fit models to phylogenies to draw inferences about the phylodynamics and history of viral transmission. However, these methods are often computationally expensive, which limits the complexity and realism of phylodynamic models and makes them ill-suited for informing policy decisions in real-time during rapidly developing outbreaks. Likelihood-free methods using deep learning are pushing the boundaries of inference beyond these constraints. In this paper, we extend, compare, and contrast a recently developed deep learning method for likelihood-free inference from trees. We trained multiple deep neural networks using phylogenies from simulated outbreaks that spread among 5 locations and found they achieve close to the same levels of accuracy as Bayesian inference under the true simulation model. We compared robustness to model misspecification of a trained neural network to that of a Bayesian method. We found that both models had comparable performance, converging on similar biases. We also implemented a method of uncertainty quantification called conformalized quantile regression that we demonstrate has similar patterns of sensitivity to model misspecification as Bayesian highest posterior density (HPD) and greatly overlap with HPDs, but have lower precision (more conservative). Finally, we trained and tested a neural network against phylogeographic data from a recent study of the SARS-Cov-2 pandemic in Europe and obtained similar estimates of region-specific epidemiological parameters and the location of the common ancestor in Europe. Along with being as accurate and robust as likelihood-based methods, our trained neural networks are on average over 3 orders of magnitude faster after training. Our results support the notion that neural networks can be trained with simulated data to accurately mimic the good and bad statistical properties of the likelihood functions of generative phylogenetic models.

Evolutionary Biology↗

Efficient Neural Network Approaches for Conditional Optimal Transport with Applications in Bayesian Inference

In this work, we present two neural network approaches that approximate the solutions of static and dynamic conditional optimal transport (COT) problems. Both approaches enable conditional sampling and conditional density estimation, which are core tasks in Bayesian inference—particularly in the simulation-based (“likelihood-free”) setting. Our methods represent the target conditional distribution as a transformation of a tractable reference distribution. Obtaining such a transformation, chosen here to be an approximation of the COT map, is computationally challenging even in moderate dimensions. To improve scalability, our numerical algorithms use neural networks to parameterize candidate maps and further exploit the structure of the COT problem. Our static approach approximates the map as the gradient of a partially input convex neural network. It uses a novel numerical implementation to increase computational efficiency compared to state-of-the-art alternatives. Our dynamic approach approximates the conditional optimal transport via the flow map of a regularized neural ODE; compared to the static approach, it is slower to train but offers more modeling choices and can lead to faster sampling. We demonstrate both algorithms numerically, comparing them with competing state-of-the-art approaches, using benchmark datasets and simulation-based Bayesian inverse problems.

97 MATHEMATICS AND COMPUTING↗

Calibration verification for stochastic agent-based disease spread models

Accurate disease spread modeling is crucial for identifying the severity of outbreaks and planning effective mitigation efforts. To be reliable when applied to new outbreaks, model calibration techniques must be robust. However, current methods frequently forgo calibration verification (a stand-alone process evaluating the calibration procedure) and instead use overall model validation (a process comparing calibrated model results to data) to check calibration processes, which may conceal errors in calibration. In this work, we develop a stochastic agent-based disease spread model to act as a testing environment as we test two calibration methods using simulation-based calibration, which is a synthetic data calibration verification method. The first calibration method is a Bayesian inference approach using an empirically-constructed likelihood and Markov chain Monte Carlo (MCMC) sampling, while the second method is a likelihood-free approach using approximate Bayesian computation (ABC). Simulation-based calibration suggests that there are challenges with the empirical likelihood calculation used in the first calibration method in this context. These issues are alleviated in the ABC approach. Despite these challenges, we note that the first calibration method performs well in a synthetic data model validation test similar to those common in disease spread modeling literature. We conclude that stand-alone calibration verification using synthetic data may benefit epidemiological researchers in identifying model calibration challenges that may be difficult to identify with other commonly used model validation techniques.

60 APPLIED LIFE SCIENCES↗