Year: 2026
Type: preprint
Abstract: Simulation-based inference with neural posterior estimation (NPE) often yields overconfident and unreliable posteriors under limited simulation budgets. To address this, we propose DRO-NPE, a distributionally robust approach that replaces the standard NPE objective with a worst-case loss over a Wasserstein ambiguity set. We introduce KL-based metrics for miscoverage and miscalibration, and use these to show that the DRO-NPE objective controls overfitting and reduces posterior overconfidence. Our method is tractable, parallelisable, and readily integrates with standard normalising flows. Across benchmark SBI tasks, DRO-NPE consistently improves coverage and calibration, while narrowing the gap between empirical and population NPE loss, leading to more reliable inference in low-simulation regimes.
Source: arXiv (Cornell University)
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7162666264