MA-SBI: Misspecification-Aware Simulation-Based Inference via Side-Channel Guidance
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Abstract (arXiv)
Simulation-based inference (SBI) of latent parameters is often hindered by simulator misspecification, the mismatch between simulated and real-world observations caused by inherent modeling simplifications. RoPE, the recent state-of-the-art for robust SBI, addresses this through optimal transport between learned representations of real and simulated observations, but requires ground-truth parameter calibration pairs that are typically unavailable in the very settings where SBI is needed. What practitioners do have is unstructured side-information such as regime labels, instruction text, and policy bulletins. We propose Misspecification-Aware Simulation-Based Inference (MA-SBI), a calibration-free framework that turns this side-channel into a posterior correction. A learned corrector maps side-channel text to an observation-space shift applied before any pre-trained amortized posterior, requiring no retraining and no parameter ground-truth. Our main theorem bounds achievable bias reduction by the mutual information between misspecification and side-channel, with a non-vacuous constant that extends to all sub-Gaussian noise via Donsker-Varadhan. On hide-the-calibration benchmarks, MA-SBI with text alone matches the oracle posterior across 10 seeds and two backbones (TOST equivalence), while RoPE given more data does not. The two approaches are complementary: where misspecification is structural and recoverable from parameter pairs, RoPE dominates, as the theory predicts. A stochastic variant improves posterior-predictive log-likelihood on real COVID and OxCGRT epidemiological data, and correctly leaves the posterior unchanged on a well-specified cognitive-science corpus.
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References · 18
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- 2021Benchmarking Simulation-Based Inferencecited by 162
- 2023EconAgent: Large Language Model-Empowered Agents for Simulating Macroeconomic Activitiescited by 154
- 2024From News to Forecast: Integrating Event Analysis in LLM-Based Time Series Forecasting with Reflectioncited by 98
- 2022Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Modelscited by 50
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- 2022Compositional Score Modeling for Simulation-based Inferencecited by 48
- 2023Learning Robust Statistics for Simulation-based Inference under Model Misspecificationcited by 48
- 2022Robust Neural Posterior Estimation and Statistical Model Criticismcited by 46
- 2024Addressing Misspecification in Simulation-based Inference through Data-driven Calibrationcited by 27
- 2025Inductive Domain Transfer In Misspecified Simulation-Based Inferencecited by 4
- 2025PriorGuide: Test-Time Prior Adaptation for Simulation-Based Inferencecited by 3
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