Inductive Domain Transfer In Misspecified Simulation-Based Inference
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arXiv
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| Main Authors: | , , , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866918164940455936 |
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| author | Senouf, Ortal Wehenkel, Antoine Vincent-Cuaz, Cédric Abbé, Emmanuel Frossard, Pascal |
| author_facet | Senouf, Ortal Wehenkel, Antoine Vincent-Cuaz, Cédric Abbé, Emmanuel Frossard, Pascal |
| contents | 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. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2508_15593 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Inductive Domain Transfer In Misspecified Simulation-Based Inference Senouf, Ortal Wehenkel, Antoine Vincent-Cuaz, Cédric Abbé, Emmanuel Frossard, Pascal Machine Learning 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. |
| title | Inductive Domain Transfer In Misspecified Simulation-Based Inference |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2508.15593 |