Pyro Meets SBI: Unlocking Hierarchical Bayesian Inference for Complex Simulators

EuroSciPy 2025 talk (jointly with Seth Axen) bridging sbi and Pyro to enable simulation-based hierarchical Bayesian inference. SBI handles the intractable-likelihood simulator; Pyro handles hierarchical structure. Demonstrated on a “cookie factory” worked example and on hierarchical drift-diffusion models for decision-making.