slcp
MA-SBI: Misspecification-Aware Simulation-Based Inference via Side-Channel Guidance
V, Arunkumar, Gandhudi, Manoranjan, R., Gangadharan G., Prakash, Arun, Senthilkumar, S.
Simulation-based inference (SBI) of latent parameters is often hindered by simulator misspecification, the mismatch between simulated and real-world observations caused by inherent modeling simplifications. RoPE, the recent state-of-the-art for robust SBI, addresses this through optimal transport between learned representations of real and simulated observations, but requires ground-truth parameter calibration pairs that are typically unavailable in the very settings where SBI is needed. What practitioners do have is unstructured side-information such as regime labels, instruction text, and policy bulletins. We propose Misspecification-Aware Simulation-Based Inference (MA-SBI), a calibration-free framework that turns this side-channel into a posterior correction. A learned corrector maps side-channel text to an observation-space shift applied before any pre-trained amortized posterior, requiring no retraining and no parameter ground-truth. Our main theorem bounds achievable bias reduction by the mutual information between misspecification and side-channel, with a non-vacuous constant that extends to all sub-Gaussian noise via Donsker-Varadhan. On hide-the-calibration benchmarks, MA-SBI with text alone matches the oracle posterior across 10 seeds and two backbones (TOST equivalence), while RoPE given more data does not. The two approaches are complementary: where misspecification is structural and recoverable from parameter pairs, RoPE dominates, as the theory predicts. A stochastic variant improves posterior-predictive log-likelihood on real COVID and OxCGRT epidemiological data, and correctly leaves the posterior unchanged on a well-specified cognitive-science corpus.
Split Localized Conformal Prediction
Han, Xing, Tang, Ziyang, Ghosh, Joydeep, Liu, Qiang
Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger conditional coverage guarantee. Existing methods of approximating conditional coverage require additional models or time effort, which makes them not easy to scale. In this paper, we propose a modified non-conformity score by leveraging the local approximation of the conditional distribution using kernel density estimation. The modified score inherits the spirit of split conformal methods, which is simple and efficient and can scale to high dimensional settings. We also proposed a unified framework that brings together our method and several state-of-the-art. We perform extensive empirical evaluations: results measured by both average and conditional coverage confirm the advantage of our method.