## Latest Work

### Averting A Crisis In Simulation-Based Inference

We present extensive empirical evidence showing that current Bayesian simulation-based inference algorithms are inadequate for the falsificationist methodology of scientific inquiry.

### Towards constraining warm dark matter with stellar streams through neural simulation-based inference

A statistical analysis of the observed perturbations in the density of stellar streams can in principle set stringent constraints on the mass function of dark matter subhaloes, which in turn can be used to constrain the mass of the dark matter particle. However, the likelihood of a stellar density with respect to the stream and subhaloes parameters involves solving an intractable inverse problem which rests on the integration of all possible forward realizations implicitly defined by the simulation model.

### Likelihood-free Markov chain Monte Carlo using Approximate Likelihood Ratios

We propose a novel approach for posterior sampling with intractable likelihoods. This is an increasingly important problem in scientific applications where models are implemented as sophisticated computer simulations. As a result, tractable densities are not available, which forces practitioners to rely on approximations during inference. We address the intractability of densities by training a parameterized classifier whose output is used to approximate likelihood ratios between arbitrary model parameters. In turn, we are able to draw posterior samples by plugging this approximator into common Markov chain Monte Carlo samplers such as Metropolis-Hastings and Hamiltonian Monte Carlo. We demonstrate the proposed technique by fitting the generating parameters of implicit models, ranging from a linear probabilistic model to settings in high energy physics with high-dimensional observations. Finally, we discuss several diagnostics to assess the quality of the posterior.