Multilevel neural simulation-based inference
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Abstract (arXiv)
Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget.
Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 51 of its 103 references that are in the map. First posted on arXiv 6 Jun 2025.
Builds on
51 of 103 references.
References · 51
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38 more
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