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Simulation-Based Empirical Bayes

arXiv stat.ML5d4 min read

arXiv:2607.21843v1 Announce Type: new Abstract: Empirical Bayes (EB) performs simultaneous inference across many related latent variables. Classical EB assumes that the likelihood p(x | z) is tractable. In many scientific applications, however, the likelihood is available only through a simulator. This paper develops EB for such implicit likelihoods. We introduce simulation-based empirical Bayes (SBEB), which connects nonparametric EB to simulation-based inference (SBI). SBEB computes EB estimates without an explicit density by using the observed data, simulator samples, and an amortized infer

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