Simulation-Based Inference: A Practical Guide

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Abstract

A central challenge in many areas of science and engineering is to identify model parameters that are consistent with prior knowledge and empirical data. Bayesian inference offers a principled framework for this task, but can be computationally prohibitive when models are defined by stochastic simulators. Simulation-based Inference (SBI) is a suite of methods developed to overcome this limitation, which has enabled scientific discoveries in fields such as particle physics, astrophysics, and neuroscience. The core idea of SBI is to train neural networks on data generated by a simulator, without requiring access to likelihood evaluations. Once trained, inference is amortized: The neural network can rapidly perform Bayesian inference on empirical observations without requiring additional training or simulations. In this tutorial, we provide a practical guide for practitioners aiming to apply SBI methods. We outline a structured SBI workflow and offer practical guidelines and diagnostic tools for every stage of the process—from setting up the simulator and prior, choosing and training inference networks, to performing inference and validating the results. We illustrate these steps through examples from astrophysics, psychophysics, and neuroscience. This tutorial empowers researchers to apply state-of-the-art SBI methods, facilitating efficient parameter inference for scientific discovery.

Key Contributions

This practical guide provides:

• Structured workflow: Complete SBI pipeline from simulator setup to result validation
• Practical guidelines: Best practices and diagnostic tools for each stage of the inference process
• Real-world examples: Applications from astrophysics, psychophysics, and neuroscience
• Open-source resources: Comprehensive code repository with reproducible examples

Citation

@misc{deistler_boelts_simulationbased_2025,
  title = {Simulation-Based Inference: A Practical Guide},
  author = {Deistler*, Michael and Boelts*, Jan and Steinbach, Peter and Moss, Guy and Moreau, Thomas and Gloeckler, Manuel and Rodrigues, Pedro L. C. and Linhart, Julia and Lappalainen, Janne K. and Miller, Benjamin Kurt and Gonçalves, Pedro J. and Lueckmann, Jan-Matthis and Schröder, Cornelius and Macke, Jakob H.},
  year = {2025},
  month = aug,
  number = {arXiv:2508.12939},
  eprint = {2508.12939},
  primaryclass = {stat},
  publisher = {arXiv},
  doi = {10.48550/arXiv.2508.12939},
  archiveprefix = {arXiv}
}