State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference, which for SSMs is in general a very challenging problem due to the intractability of the likelihood. Recently, neural estimation methods, such as sequential neural likelihood (SNL), have shown promising results in Bayesian inference problems. In this paper, we show that SNL, when applied to the SSM setting, suffers important limitations, such as requiring a large amount of simulated samples to achieve a moderate performance, scaling poorly with sequence length, while not being amortized. We then introduce a novel inference algorithm called truncated-SNL (T-SNL), which addresses the limitations of SNL. Our algorithm is more accurate, more stable and robust during training, more scalable to longer temporal sequences, and can be amortized when new observations become available. Our experiments show that T-SNL is sample-efficient, robust, and flexible algorithm which outperforms other approaches.

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and parameters from sparse, noisy observations. Classical smoothing methods for this problem are often limited by path degeneracy and poor scalability. In this work, we developed a novel method based on characterization of the posterior SDE in terms of conditional backward-in-time score defined as the gradient of a function solving a Kolmogorov backward equation with multiplicative updates at observation times. We learn this conditional score using neural networks trained to satisfy both the governing PDE and the observation-induced jump conditions, thereby integrating continuous-time dynamics with discrete Bayesian updates. The resulting score induces a posterior SDE with the same diffusion coefficient but a modified drift, enabling efficient posterior trajectory sampling. We further derive a likelihood-based objective for learning the SDE parameters, yielding an evidence lower bound (ELBO) for joint state smoothing and parameter estimation. This leads to a variational EM-style procedure, where the neural conditional score is optimized to approximate the smoothing distribution, followed by a maximization step over the SDE parameters using samples from the induced posterior. Experiments on nonlinear systems demonstrate accurate and stable inference with a very few observations demonstrating significant improved scalability compared to classical MCMC methods.

Estimation of parameters in differential equation models can be achieved by applying learning algorithms to quantitative time-series data. However, sometimes it is only possible to measure qualitative changes of a system in response to a controlled condition. In dynamical systems theory, such change points are known as bifurcations and lie on a function of the controlled condition called the bifurcation diagram. In this work, we propose a gradient-based approach for inferring the parameters of differential equations that produce a user-specified bifurcation diagram. The cost function contains an error term that is minimal when the model bifurcations match the specified targets and a bifurcation measure which has gradients that push optimisers towards bifurcating parameter regimes. The gradients can be computed without the need to differentiate through the operations of the solver that was used to compute the diagram. We demonstrate parameter inference with minimal models which explore the space of saddle-node and pitchfork diagrams and the genetic toggle switch from synthetic biology. Furthermore, the cost landscape allows us to organise models in terms of topological and geometric equivalence.

We establish parameter inference for the Poisson canonical polyadic (PCP) tensor model through a latent-variable formulation. Our approach exploits the observation that any random PCP tensor can be derived by marginalizing an unobservable random tensor of one dimension larger. The loglikelihood of this larger dimensional tensor, referred to as the "complete" loglikelihood, is comprised of multiple rank one PCP loglikelihoods. Using this methodology, we first derive non-iterative maximum likelihood estimators for the PCP model and demonstrate that several existing algorithms for fitting non-negative matrix and tensor factorizations are Expectation-Maximization algorithms. Next, we derive the observed and expected Fisher information matrices for the PCP model. The Fisher information provides us crucial insights into the well-posedness of the tensor model, such as the role that tensor rank plays in identifiability and indeterminacy. For the special case of rank one PCP models, we demonstrate that these results are greatly simplified.

We advocate for a new statistical principle that combines the most desirable aspects of both parameter inference and density estimation. This leads us to the predictively oriented (PrO) posterior, which expresses uncertainty as a consequence of predictive ability. Doing so leads to inferences which predictively dominate both classical and generalised Bayes posterior predictive distributions: up to logarithmic factors, PrO posteriors converge to the predictively optimal model average at rate $n^{-1/2}$. Whereas classical and generalised Bayes posteriors only achieve this rate if the model can recover the data-generating process, PrO posteriors adapt to the level of model misspecification. This means that they concentrate around the true model at rate $n^{1/2}$ in the same way as Bayes and Gibbs posteriors if the model can recover the data-generating distribution, but do \textit{not} concentrate in the presence of non-trivial forms of model misspecification. Instead, they stabilise towards a predictively optimal posterior whose degree of irreducible uncertainty admits an interpretation as the degree of model misspecification -- a sharp contrast to how Bayesian uncertainty and its existing extensions behave. Lastly, we show that PrO posteriors can be sampled from by evolving particles based on mean field Langevin dynamics, and verify the practical significance of our theoretical developments on a number of numerical examples.

Biological systems commonly exhibit complex spatiotemporal patterns whose underlying generative mechanisms pose a significant analytical challenge. Traditional approaches to spatiodynamic inference rely on dimensionality reduction through summary statistics, which sacrifice complexity and interdependent structure intrinsic to these data in favor of parameter identifiability. This imposes a fundamental constraint on reliably extracting mechanistic insights from spatiotemporal data, highlighting the need for analytical frameworks that preserve the full richness of these dynamical systems. To address this, we developed a simulation-based inference framework that employs vision transformer-driven variational encoding to generate compact representations of the data, exploiting the inherent contextual dependencies. These representations are subsequently integrated into a likelihood-free Bayesian approach for parameter inference. The central idea is to construct a fine-grained, structured mesh of latent representations from simulated dynamics through systematic exploration of the parameter space. This encoded mesh of latent embeddings then serves as a reference map for retrieving parameter values that correspond to observed data. By integrating generative modeling with Bayesian principles, our approach provides a unified inference framework to identify both spatial and temporal patterns that manifest in multivariate dynamical systems.

The large-scale structure of the Universe provides one of the most stringent tests of gravity on cosmological scales. Over the past decades, the ΛCDM cosmological model has emerged as the standard framework for understanding our cosmos, where Λ represents the cosmological constant (associated with dark energy) and CDM denotes cold dark matter--which together comprise approximately 95% of the Universe's energy budget. Theoretical predictions of ΛCDM can now be implemented with remarkable precision in numerical simulations, which capture the formation of the cosmic web: an intricate network where galaxies reside in dense clusters, connected by filamen-tary structures and separated by vast cosmic voids. This success, however, presents cosmology with a new challenge. High-resolution simulations like AbacusSummit generate datasets exceeding 2000 TB, severely constraining our ability to scale training datasets for machine learning applications. Moreover, extracting meaningful insights from these high-dimensional datasets requires models that can effectively navigate the curse of dimensionality.

How many simulations do we need to train machine learning methods to extract information available from summary statistics of the cosmological density field? Neural methods have shown the potential to extract non-linear information available from cosmological data. Success depends critically on having sufficient simulations for training the networks and appropriate network architectures. In the first detailed convergence study of neural network training for cosmological inference, we show that currently available simulation suites, such as the Quijote Latin Hypercube(LH) with 2000 simulations, do not provide sufficient training data for a generic neural network to reach the optimal regime, even for the dark matter power spectrum, and in an idealized case. We discover an empirical neural scaling law that predicts how much information a neural network can extract from a highly informative summary statistic, the dark matter power spectrum, as a function of the number of simulations used to train the network, for a wide range of architectures and hyperparameters. We combine this result with the Cramer-Rao information bound to forecast the number of training simulations needed for near-optimal information extraction. To verify our method we created the largest publicly released simulation data set in cosmology, the Big Sobol Sequence(BSQ), consisting of 32,768 $\Lambda$CDM n-body simulations uniformly covering the $\Lambda$CDM parameter space. Our method enables efficient planning of simulation campaigns for machine learning applications in cosmology, while the BSQ dataset provides an unprecedented resource for studying the convergence behavior of neural networks in cosmological parameter inference. Our results suggest that new large simulation suites or new training approaches will be necessary to achieve information-optimal parameter inference from non-linear simulations.

We present an integrated (or end-to-end) framework for the Real2Sim2Real problem of manipulating deformable linear objects (DLOs) based on visual perception. Working with a parameterised set of DLOs, we use likelihood-free inference (LFI) to compute the posterior distributions for the physical parameters using which we can approximately simulate the behaviour of each specific DLO. We use these posteriors for domain randomisation while training, in simulation, object-specific visuomotor policies for a visuomotor DLO reaching task, using model-free reinforcement learning. We demonstrate the utility of this approach by deploying sim-trained DLO manipulation policies in the real world in a zero-shot manner, i.e. without any further fine-tuning. In this context, we evaluate the capacity of a prominent LFI method to perform fine classification over the parametric set of DLOs, using only visual and proprioceptive data obtained in a dynamic manipulation trajectory. We then study the implications of the resulting domain distributions in sim-based policy learning and real-world performance.

We introduce a methodology for performing parameter inference in high-dimensional, non-linear diffusion processes. We illustrate its applicability for obtaining insights into the evolution of and relationships between species, including ancestral state reconstruction. Estimation is performed by utilising score matching to approximate diffusion bridges, which are subsequently used in an importance sampler to estimate log-likelihoods. The entire setup is differentiable, allowing gradient ascent on approximated log-likelihoods. This allows both parameter inference and diffusion mean estimation. This novel, numerically stable, score matching-based parameter inference framework is presented and demonstrated on biological two- and three-dimensional morphometry data.