提出一种可推广的模拟推断新方法,解决真实与模拟数据不匹配问题。
Inductive Domain Transfer In Misspecified Simulation-Based Inference
- 将校准与分布对齐融合为端到端可训练模型,支持在线推理。
- 在真实与模拟数据不匹配场景下,性能优于或媲美现有方法。
- 适合需要高效、可扩展推断的复杂系统建模任务。
基于模拟的推断(SBI)是一种在似然函数不可计算但可生成模拟数据时,估计物理系统隐变量参数的统计推断方法。现实中,由于建模简化,模拟数据与真实观测常存在偏差,导致模型误设。近期方法RoPE通过两阶段域迁移处理此问题,结合半监督校准与基于最优传输(OT)的分布对齐。但其仅适用于完全归纳设置,需在推理时访问一批测试样本,限制了可扩展性与泛化能力。本文提出一种全归纳且可复用的SBI框架,将校准与分布对齐整合为单一端到端可训练模型。该方法采用小批量最优传输并引入闭式耦合,对齐相同隐参数对应的真实与模拟观测,同时利用配对校准数据与未配对样本。随后,训练条件归一化流以逼近由OT诱导的后验分布,实现无需模拟即可高效推断。在多种合成与真实世界基准(包括复杂的医学生物标志物估计)上,本方法性能达到或超越RoPE及其他标准SBI与非SBI估计器,同时具备更强的可扩展性与在挑战性误设环境中的适用性。
原文摘要 · Abstract (English)
Simulation-based inference (SBI) is a statistical inference approach for estimating latent parameters of a physical system when the likelihood is intractable but simulations are available. In practice, SBI is often hindered by model misspecification--the mismatch between simulated and real-world observations caused by inherent modeling simplifications. RoPE, a recent SBI approach, addresses this challenge through a two-stage domain transfer process that combines semi-supervised calibration with optimal transport (OT)-based distribution alignment. However, RoPE operates in a fully transductive setting, requiring access to a batch of test samples at inference time, which limits scalability and generalization. We propose here a fully inductive and amortized SBI framework that integrates calibration and distributional alignment into a single, end-to-end trainable model. Our method leverages mini-batch OT with a closed-form coupling to align real and simulated observations that correspond to the same latent parameters, using both paired calibration data and unpaired samples. A conditional normalizing flow is then trained to approximate the OT-induced posterior, enabling efficient inference without simulation access at test time. Across a range of synthetic and real-world benchmarks--including complex medical biomarker estimation--our approach matches or surpasses the performance of RoPE, as well as other standard SBI and non-SBI estimators, while offering improved scalability and applicability in challenging, misspecified environments.
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