Amortized Bayesian Workflow
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Abstract (arXiv)
Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of both speed and accuracy when performing inference on many observed datasets. Our approach uses principled diagnostics to guide the choice of inference method for each dataset, moving along the Pareto front from fast amortized sampling via generative neural networks to slower but guaranteed-accurate MCMC when needed. By reusing computations across steps, our workflow synergizes amortized and MCMC-based inference. We demonstrate the effectiveness of this integrated approach on several synthetic and real-world problems with tens of thousands of datasets, showing efficiency gains while maintaining high posterior quality.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 57 of its 111 references that are in the map. First posted on arXiv 6 Sep 2024.
Builds on
57 of 111 references.
References · 57
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38 more
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Citing papers per year: 2025: 2; 2026: 1.
3 papers.