mlsanityData to 7 Oct 2026

Amortized Bayesian Multilevel Models

arXiv 2408.13230 ↗First posted 23 Aug 2024stat.ML cs.LG stat.COcited by 12

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Abstract (arXiv)

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their well-recognized advantages, MLMs pose significant computational challenges, often rendering their estimation and evaluation intractable within reasonable time constraints. Recent advances in simulation-based inference offer promising solutions for addressing complex probabilistic models using deep generative networks. However, the utility and reliability of deep learning methods for estimating Bayesian MLMs remains largely unexplored, especially when compared with gold-standard samplers. To this end, we explore a family of neural network architectures that leverage the probabilistic factorization of multilevel models to facilitate efficient neural network training and subsequent near-instant posterior inference on unseen datasets. We test our method on several real-world case studies and provide comprehensive comparisons to Stan's gold standard sampler, where possible. Finally, we provide an open-source implementation of our methods to stimulate further research in the nascent field of amortized Bayesian inference.

Key facts. Cited by 12 papers in the map (data through 7 Oct 2026). Builds on 60 of its 117 references that are in the map. First posted on arXiv 23 Aug 2024.

Builds on

60 of 117 references.

References · 60

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38 more
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Citing papers per year: 2025: 5; 2026: 7.

12 papers.