Author name cluster

Jakob H. Macke

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

15 papers

2 author rows

ICLR Conference 2025 Conference Paper

Compositional simulation-based inference for time series

Manuel Glöckler
Shoji Toyota
Kenji Fukumizu
Jakob H. Macke

Amortized simulation-based inference (SBI) methods train neural networks on simulated data to perform Bayesian inference. While this strategy avoids the need for tractable likelihoods, it often requires a large number of simulations and has been challenging to scale to time series data. Scientific simulators frequently emulate real-world dynamics through thousands of single-state transitions over time. We propose an SBI approach that can exploit such Markovian simulators by locally identifying parameters consistent with individual state transitions. We then compose these local results to obtain a posterior over parameters that align with the entire time series observation. We focus on applying this approach to neural posterior score estimation but also show how it can be applied, e.g., to neural likelihood (ratio) estimation. We demonstrate that our approach is more simulation-efficient than directly estimating the global posterior on several synthetic benchmark tasks and simulators used in ecology and epidemiology. Finally, we validate scalability and simulation efficiency of our approach by applying it to a high-dimensional Kolmogorov flow simulator with around one million data dimensions.

Details

YNIMG Journal 2025 Journal Article

Personalized real-time inference of momentary excitability from human EEG

Lisa Haxel
Oskari Ahola
Jaivardhan Kapoor
Ulf Ziemann
Jakob H. Macke

The efficacy of transcranial magnetic stimulation (TMS) is often limited by non-adaptive protocols that disregard instantaneous brain states, potentially constraining therapeutic outcomes. Current EEG-guided approaches are hindered by their reliance on motor-evoked potentials (MEPs), which confound cortical and spinal excitability and restrict applications to the motor cortex, and a dependence on static biomarkers that cannot adapt to changing neurophysiological patterns. We introduce PRIME (Personalized Real-time Inference of Momentary Excitability), a deep learning framework that predicts cortical excitability, quantified by TMS-evoked potential (TEP) amplitude, from raw EEG signals. By targeting cortical excitability directly, PRIME provides a framework that could potentially extend brain state-dependent stimulation beyond the motor cortex, though validation in other cortical regions remains to be established. PRIME incorporates transfer learning and continual adaptation to automatically identify personalized biomarkers, allowing stimulation timing to be adapted across individuals and sessions. PRIME successfully predicts cortical excitability with minimal latency, providing a computational foundation for next-generation, personalized closed-loop TMS interventions.

Details DOI

TMLR Journal 2024 Journal Article

A Practical Guide to Sample-based Statistical Distances for Evaluating Generative Models in Science

Sebastian Bischoff
Alana Darcher
Michael Deistler
Richard Gao
Franziska Gerken
Manuel Gloeckler
Lisa Haxel
Jaivardhan Kapoor

Generative models are invaluable in many fields of science because of their ability to capture high-dimensional and complicated distributions, such as photo-realistic images, protein structures, and connectomes. How do we evaluate the samples these models generate? This work aims to provide an accessible entry point to understanding popular sample-based statistical distances, requiring only foundational knowledge in mathematics and statistics. We focus on four commonly used notions of statistical distances representing different methodologies: Using low-dimensional projections (Sliced-Wasserstein; SW), obtaining a distance using classifiers (Classifier Two-Sample Tests; C2ST), using embeddings through kernels (Maximum Mean Discrepancy; MMD), or neural networks (Fréchet Inception Distance; FID). We highlight the intuition behind each distance and explain their merits, scalability, complexity, and pitfalls. To demonstrate how these distances are used in practice, we evaluate generative models from different scientific domains, namely a model of decision-making and a model generating medical images. We showcase that distinct distances can give different results on similar data. Through this guide, we aim to help researchers to use, interpret, and evaluate statistical distances for generative models in science.

PDF Details

ICML Conference 2024 Conference Paper

All-in-one simulation-based inference

Manuel Glöckler
Michael Deistler
Christian Weilbach
Frank Wood
Jakob H. Macke

Amortized Bayesian inference trains neural networks to solve stochastic inference problems using model simulations, thereby making it possible to rapidly perform Bayesian inference for any newly observed data. However, current simulation-based amortized inference methods are simulation-hungry and inflexible: They require the specification of a fixed parametric prior, simulator, and inference tasks ahead of time. Here, we present a new amortized inference method—the Simformer—which overcomes these limitations. By training a probabilistic diffusion model with transformer architectures, the Simformer outperforms current state-of-the-art amortized inference approaches on benchmark tasks and is substantially more flexible: It can be applied to models with function-valued parameters, it can handle inference scenarios with missing or unstructured data, and it can sample arbitrary conditionals of the joint distribution of parameters and data, including both posterior and likelihood. We showcase the performance and flexibility of the Simformer on simulators from ecology, epidemiology, and neuroscience, and demonstrate that it opens up new possibilities and application domains for amortized Bayesian inference on simulation-based models.

Details

TMLR Journal 2024 Journal Article

Amortized Bayesian Decision Making for simulation-based models

Mila Gorecki
Jakob H. Macke
Michael Deistler

Simulation-based inference (SBI) provides a powerful framework for inferring posterior distributions of stochastic simulators in a wide range of domains. In many settings, however, the posterior distribution is not the end goal itself --- rather, the derived parameter values and their uncertainties are used as a basis for deciding what actions to take. Unfortunately, because posterior distributions provided by SBI are (potentially crude) approximations of the true posterior, the resulting decisions can be suboptimal. Here, we address the question of how to perform Bayesian decision making on stochastic simulators, and how one can circumvent the need to compute an explicit approximation to the posterior. Our method trains a neural network on simulated data and can predict the expected cost given any data and action, and can, thus, be directly used to infer the action with lowest cost. We apply our method to several benchmark problems and demonstrate that it induces similar cost as the true posterior distribution. We then apply the method to infer optimal actions in a real-world simulator in the medical neurosciences, the Bayesian Virtual Epileptic Patient, and demonstrate that it allows to infer actions associated with low cost after few simulations.

PDF Details

ICML Conference 2024 Conference Paper

Diffusion Tempering Improves Parameter Estimation with Probabilistic Integrators for Ordinary Differential Equations

Jonas Beck
Nathanael Bosch
Michael Deistler
Kyra L. Kadhim
Jakob H. Macke
Philipp Hennig
Philipp Berens

Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would allow for gradient-based parameter optimization, the nonlinear dynamics of ODEs often lead to many local minima and extreme sensitivity to initial conditions. We therefore propose diffusion tempering, a novel regularization technique for probabilistic numerical methods which improves convergence of gradient-based parameter optimization in ODEs. By iteratively reducing a noise parameter of the probabilistic integrator, the proposed method converges more reliably to the true parameters. We demonstrate that our method is effective for dynamical systems of different complexity and show that it obtains reliable parameter estimates for a Hodgkin–Huxley model with a practically relevant number of parameters.

Details

NeurIPS Conference 2024 Conference Paper

Latent Diffusion for Neural Spiking Data

Jaivardhan Kapoor
Auguste Schulz
Julius Vetter
Felix Pei
Richard Gao
Jakob H. Macke

Modern datasets in neuroscience enable unprecedented inquiries into the relationship between complex behaviors and the activity of many simultaneously recorded neurons. While latent variable models can successfully extract low-dimensional embeddings from such recordings, using them to generate realistic spiking data, especially in a behavior-dependent manner, still poses a challenge. Here, we present Latent Diffusion for Neural Spiking data (LDNS), a diffusion-based generative model with a low-dimensional latent space: LDNS employs an autoencoder with structured state-space (S4) layers to project discrete high-dimensional spiking data into continuous time-aligned latents. On these inferred latents, we train expressive (conditional) diffusion models, enabling us to sample neural activity with realistic single-neuron and population spiking statistics. We validate LDNS on synthetic data, accurately recovering latent structure, firing rates, and spiking statistics. Next, we demonstrate its flexibility by generating variable-length data that mimics human cortical activity during attempted speech. We show how to equip LDNS with an expressive observation model that accounts for single-neuron dynamics not mediated by the latent state, further increasing the realism of generated samples. Finally, conditional LDNS trained on motor cortical activity during diverse reaching behaviors can generate realistic spiking data given reach direction or unseen reach trajectories. In summary, LDNS simultaneously enables inference of low-dimensional latents and realistic conditional generation of neural spiking datasets, opening up further possibilities for simulating experimentally testable hypotheses.

PDF Details DOI

ICML Conference 2024 Conference Paper

Simultaneous identification of models and parameters of scientific simulators

Cornelius Schröder
Jakob H. Macke

Many scientific models are composed of multiple discrete components, and scientists often make heuristic decisions about which components to include. Bayesian inference provides a mathematical framework for systematically selecting model components, but defining prior distributions over model components and developing associated inference schemes has been challenging. We approach this problem in a simulation-based inference framework: We define model priors over candidate components and, from model simulations, train neural networks to infer joint probability distributions over both model components and associated parameters. Our method, simulation-based model inference (SBMI), represents distributions over model components as a conditional mixture of multivariate binary distributions in the Grassmann formalism. SBMI can be applied to any compositional stochastic simulator without requiring likelihood evaluations. We evaluate SBMI on a simple time series model and on two scientific models from neuroscience, and show that it can discover multiple data-consistent model configurations, and that it reveals non-identifiable model components and parameters. SBMI provides a powerful tool for data-driven scientific inquiry which will allow scientists to identify essential model components and make uncertainty-informed modelling decisions.

Details

NeurIPS Conference 2024 Conference Paper

Sourcerer: Sample-based Maximum Entropy Source Distribution Estimation

Julius Vetter
Guy Moss
Cornelius Schröder
Richard Gao
Jakob H. Macke

Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since many different source distributions might produce the same distribution of data-consistent simulations. To make a principled choice among many equally valid sources, we propose an approach which targets the maximum entropy distribution, i. e. , prioritizes retaining as much uncertainty as possible. Our method is purely sample-based - leveraging the Sliced-Wasserstein distance to measure the discrepancy between the dataset and simulations - and thus suitable for simulators with intractable likelihoods. We benchmark our method on several tasks, and show that it can recover source distributions with substantially higher entropy than recent source estimation methods, without sacrificing the fidelity of the simulations. Finally, to demonstrate the utility of our approach, we infer source distributions for parameters of the Hodgkin-Huxley model from experimental datasets with hundreds of single-neuron measurements. In summary, we propose a principled method for inferring source distributions of scientific simulator parameters while retaining as much uncertainty as possible.

PDF Details DOI

ICML Conference 2023 Conference Paper

Adversarial robustness of amortized Bayesian inference

Manuel Glöckler
Michael Deistler
Jakob H. Macke

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an inference network on simulated data, which can subsequently be used to rapidly perform inference (i. e. , to return estimates of posterior distributions) for new observations. This approach has been applied to many real-world models in the sciences and engineering, but it is unclear how robust the approach is to adversarial perturbations in the observed data. Here, we study the adversarial robustness of amortized Bayesian inference, focusing on simulation-based estimation of multi-dimensional posterior distributions. We show that almost unrecognizable, targeted perturbations of the observations can lead to drastic changes in the predicted posterior and highly unrealistic posterior predictive samples, across several benchmark tasks and a real-world example from neuroscience. We propose a computationally efficient regularization scheme based on penalizing the Fisher information of the conditional density estimator, and show how it improves the adversarial robustness of amortized Bayesian inference.

Details

ICLR Conference 2022 Conference Paper

GATSBI: Generative Adversarial Training for Simulation-Based Inference

Poornima Ramesh
Jan-Matthis Lueckmann
Jan Boelts
Álvaro Tejero-Cantero
David S. Greenberg
Pedro J. Gonçalves
Jakob H. Macke

Simulation-based inference (SBI) refers to statistical inference on stochastic models for which we can generate samples, but not compute likelihoods. Like SBI algorithms, generative adversarial networks (GANs) do not require explicit likelihoods. We study the relationship between SBI and GANs, and introduce GATSBI, an adversarial approach to SBI. GATSBI reformulates the variational objective in an adversarial setting to learn implicit posterior distributions. Inference with GATSBI is amortised across observations, works in high-dimensional posterior spaces and supports implicit priors. We evaluate GATSBI on two common SBI benchmark problems and on two high-dimensional simulators. On a model for wave propagation on the surface of a shallow water body, we show that GATSBI can return well-calibrated posterior estimates even in high dimensions. On a model of camera optics, it infers a high-dimensional posterior given an implicit prior, and performs better than a state-of-the-art SBI approach. We also show how GATSBI can be extended to perform sequential posterior estimation to focus on individual observations. Overall, GATSBI opens up opportunities for leveraging advances in GANs to perform Bayesian inference on high-dimensional simulation-based models.

Details

ICLR Conference 2022 Conference Paper

Group equivariant neural posterior estimation

Maximilian Dax
Stephen R. Green
Jonathan Gair
Michael Deistler
Bernhard Schölkopf
Jakob H. Macke

Simulation-based inference with conditional neural density estimators is a powerful approach to solving inverse problems in science. However, these methods typically treat the underlying forward model as a black box, with no way to exploit geometric properties such as equivariances. Equivariances are common in scientific models, however integrating them directly into expressive inference networks (such as normalizing flows) is not straightforward. We here describe an alternative method to incorporate equivariances under joint transformations of parameters and data. Our method---called group equivariant neural posterior estimation (GNPE)---is based on self-consistently standardizing the "pose" of the data while estimating the posterior over parameters. It is architecture-independent, and applies both to exact and approximate equivariances. As a real-world application, we use GNPE for amortized inference of astrophysical binary black hole systems from gravitational-wave observations. We show that GNPE achieves state-of-the-art accuracy while reducing inference times by three orders of magnitude.

Details

ICLR Conference 2022 Conference Paper

Variational methods for simulation-based inference

Manuel Glöckler
Michael Deistler
Jakob H. Macke

We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to achieve a scalable simulation-based inference approach. SNVI maintains the flexibility of likelihood(-ratio) estimation to allow arbitrary proposals for simulations, while simultaneously providing a functional estimate of the posterior distribution without requiring MCMC sampling. We present several variants of SNVI and demonstrate that they are substantially more computationally efficient than previous algorithms, without loss of accuracy on benchmark tasks. We apply SNVI to a neuroscience model of the pyloric network in the crab and demonstrate that it can infer the posterior distribution with one order of magnitude fewer simulations than previously reported. SNVI vastly reduces the computational cost of simulation-based inference while maintaining accuracy and flexibility, making it possible to tackle problems that were previously inaccessible.

Details

ICML Conference 2019 Conference Paper

Automatic Posterior Transformation for Likelihood-Free Inference

David S. Greenberg
Marcel Nonnenmacher
Jakob H. Macke

How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators. However, existing methods are limited to a narrow range of proposal distributions or require importance weighting that can limit performance in practice. Here we present automatic posterior transformation (APT), a new sequential neural posterior estimation method for simulation-based inference. APT can modify the posterior estimate using arbitrary, dynamically updated proposals, and is compatible with powerful flow-based density estimators. It is more flexible, scalable and efficient than previous simulation-based inference techniques. APT can operate directly on high-dimensional time series and image data, opening up new applications for likelihood-free inference.

Details

YNIMG Journal 2011 Journal Article

Gaussian process methods for estimating cortical maps

Jakob H. Macke
Sebastian Gerwinn
Leonard E. White
Matthias Kaschube
Matthias Bethge

A striking feature of cortical organization is that the encoding of many stimulus features, for example orientation or direction selectivity, is arranged into topographic maps. Functional imaging methods such as optical imaging of intrinsic signals, voltage sensitive dye imaging or functional magnetic resonance imaging are important tools for studying the structure of cortical maps. As functional imaging measurements are usually noisy, statistical processing of the data is necessary to extract maps from the imaging data. We here present a probabilistic model of functional imaging data based on Gaussian processes. In comparison to conventional approaches, our model yields superior estimates of cortical maps from smaller amounts of data. In addition, we obtain quantitative uncertainty estimates, i. e. error bars on properties of the estimated map. We use our probabilistic model to study the coding properties of the map and the role of noise-correlations by decoding the stimulus from single trials of an imaging experiment.

Details DOI