Uncertainty-Aware Surrogate-based Amortized Bayesian Inference for Computationally Expensive Models
arXiv:2505.08683v3 Announce Type: replace Abstract: Bayesian inference typically relies on a large number of model evaluations to estimate posterior distributions. Established methods like Markov Chain Monte Carlo (MCMC) and Amortized Bayesian Inference (ABI) can become computationally challenging. While ABI enables fast inference after training, generating sufficient training data still requires thousands of model simulations, which is infeasible for expensive models. Surrogate models offer a solution by providing approximate simulations at a lower computational cost, allowing the generation of […]