Tokenised Flow Matching for Hierarchical Simulation Based Inference

📅 2026-04-22
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🤖 AI Summary
This work addresses the high computational cost incurred by repeated simulations in hierarchical simulation-based inference by proposing Tokenized Flow Matching Posterior Estimation (TFMPE). The method integrates likelihood factorization with neural surrogate models, enabling training from single-site simulations and introducing, for the first time, tokenized flow matching into hierarchical Bayesian inference. This approach facilitates efficient amortized posterior estimation under functional observations. Experiments on a newly established hierarchical SBI benchmark, as well as on epidemiological and computational fluid dynamics models, demonstrate that TFMPE substantially reduces simulation overhead while yielding well-calibrated posterior distributions.

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📝 Abstract
The cost of simulator evaluations is a key practical bottleneck for Simulation Based Inference (SBI). In hierarchical settings with shared global parameters and exchangeable site-level parameters and observations, this structure can be exploited to improve simulation efficiency. Existing hierarchical SBI approaches factorise the posterior yet still simulate across multiple sites per training sample; We instead explore likelihood factorisation (LF) to train from single-site simulations. In LF sampling we learn a per-site neural surrogate of the simulator and then assemble synthetic multi-site observations to amortise inference for the full hierarchical posterior. Building on this, we propose Tokenised Flow Matching for Posterior Estimation (TFMPE), a tokenised flow matching approach that supports function-valued observations through likelihood factorisation. To enable systematic evaluation, we introduce a benchmark for hierarchical SBI. We validate TFMPE on this benchmark and on realistic infectious disease and computational fluid dynamics models, finding well-calibrated posteriors while reducing computational cost.
Problem

Research questions and friction points this paper is trying to address.

Simulation Based Inference
hierarchical models
computational cost
likelihood factorisation
simulator evaluations
Innovation

Methods, ideas, or system contributions that make the work stand out.

Tokenised Flow Matching
Likelihood Factorisation
Hierarchical Simulation Based Inference
Amortised Inference
Neural Surrogate