Amortized Simulation-Based Inference in Generalized Bayes via Neural Posterior Estimation
arXiv:2601.22367v1 Announce Type: new Abstract: Generalized Bayesian Inference (GBI) tempers a loss with a temperature $beta>0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers and must be re-run for each new dataset and each $beta$ value. We give the first fully amortized variational approximation to the tempered posterior family $p_beta(theta mid x) propto pi(theta),p(x mid theta)^beta$ by training a single $(x,beta)$-conditioned neural posterior estimator $q_phi(theta […]