Hierarchical Neural Simulation-Based Inference Over Event Ensembles

About

When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure, where "local" parameters impact individual events and "global" parameters influence the entire dataset. We introduce practical approaches for frequentist and Bayesian dataset-wide probabilistic inference in cases where the likelihood is intractable, but simulations can be realized via a hierarchical forward model. We construct neural estimators for the likelihood(-ratio) or posterior and show that explicitly accounting for the model's hierarchical structure can lead to significantly tighter parameter constraints. We ground our discussion using case studies from the physical sciences, focusing on examples from particle physics and cosmology.

Lukas Heinrich, Siddharth Mishra-Sharma, Chris Pollard, Philipp Windischhofer · 2023

Related benchmarks

Task	Dataset	Result
Simulation-Based Inference	Hierarchical Gaussian Linear	l-C2ST0.000243	55
Simulation-Based Inference	Hierarchical Gaussian Mixture	l-C2ST0.000236	55
Simulation-Based Inference	Hierarchical Gaussian Linear Uniform	l-C2ST0.000687	55
Simulation-Based Inference	Hierarchical Two Moons	l-C2ST0.175	55
Simulation-Based Inference	Hierarchical SLCP	l-C2ST1.39	54
Simulation-Based Inference	Hierarchical SIR	l-C2ST0.000233	53