Robust Simulation-Based Inference under Missing Data via Neural Processes

Fuente: arXiv
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Auteurs principaux: Verma, Yogesh, Bharti, Ayush, Garg, Vikas
Format: Preprint
Publié: 2025
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author Verma, Yogesh
Bharti, Ayush
Garg, Vikas
author_facet Verma, Yogesh
Bharti, Ayush
Garg, Vikas
contents Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data corruptions (common in astrophysics), or instrument limitations (e.g., in high-energy physics applications). In such scenarios, missing data must be imputed before applying any SBI method. We formalize the problem of missing data in SBI and demonstrate that naive imputation methods can introduce bias in the estimation of SBI posterior. We also introduce a novel amortized method that addresses this issue by jointly learning the imputation model and the inference network within a neural posterior estimation (NPE) framework. Extensive empirical results on SBI benchmarks show that our approach provides robust inference outcomes compared to standard baselines for varying levels of missing data. Moreover, we demonstrate the merits of our imputation model on two real-world bioactivity datasets (Adrenergic and Kinase assays). Code is available at https://github.com/Aalto-QuML/RISE.
format Preprint
id arxiv_https___arxiv_org_abs_2503_01287
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Robust Simulation-Based Inference under Missing Data via Neural Processes
Verma, Yogesh
Bharti, Ayush
Garg, Vikas
Machine Learning
Artificial Intelligence
Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data corruptions (common in astrophysics), or instrument limitations (e.g., in high-energy physics applications). In such scenarios, missing data must be imputed before applying any SBI method. We formalize the problem of missing data in SBI and demonstrate that naive imputation methods can introduce bias in the estimation of SBI posterior. We also introduce a novel amortized method that addresses this issue by jointly learning the imputation model and the inference network within a neural posterior estimation (NPE) framework. Extensive empirical results on SBI benchmarks show that our approach provides robust inference outcomes compared to standard baselines for varying levels of missing data. Moreover, we demonstrate the merits of our imputation model on two real-world bioactivity datasets (Adrenergic and Kinase assays). Code is available at https://github.com/Aalto-QuML/RISE.
title Robust Simulation-Based Inference under Missing Data via Neural Processes
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2503.01287