Uncertainty-Aware Surrogate-based Amortized Bayesian Inference for Computationally Expensive Models

TL;DR

This paper introduces UA-SABI, a framework that combines surrogate models with amortized Bayesian inference, explicitly accounting for surrogate uncertainties to enable fast and reliable inference for expensive models.

Contribution

The paper proposes a novel uncertainty-aware framework that integrates surrogate modeling with ABI, explicitly quantifying and propagating uncertainties to improve inference reliability.

Findings

Enables fast Bayesian inference for expensive models.

Explicit uncertainty quantification improves posterior accuracy.

Achieves reliable inference under tight computational constraints.

Abstract

Bayesian inference typically relies on a large number of model evaluations to estimate posterior distributions. Established methods like Markov Chain Monte Carlo (MCMC) and Amortized Bayesian Inference (ABI) can become computationally challenging. While ABI enables fast inference after training, generating sufficient training data still requires thousands of model simulations, which is infeasible for expensive models. Surrogate models offer a solution by providing approximate simulations at a lower computational cost, allowing the generation of large data sets for training. However, the introduced approximation errors and uncertainties can lead to overconfident posterior estimates. To address this, we propose Uncertainty-Aware Surrogate-based Amortized Bayesian Inference (UA-SABI) -- a framework that combines surrogate modeling and ABI while explicitly quantifying and propagating surrogate uncertainties through the inference pipeline. Our experiments show that this approach enables reliable, fast, and repeated Bayesian inference for computationally expensive models, even under tight time constraints.