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Tag: simulation

  • Simulation-based Bayesian inference with ameliorative learned summary statistics — Part I

    Simulation-based Bayesian inference with ameliorative learned summary statistics — Part I arXiv:2601.22441v1 Announce Type: new Abstract: This paper, which is Part 1 of a two-part paper series, considers a simulation-based inference with learned summary statistics, in which such a learned summary statistic serves as an empirical-likelihood with ameliorative effects in the Bayesian setting, when the…

  • Fine Tuning a Simulation-Driven Estimator

    Fine Tuning a Simulation-Driven Estimator arXiv:2504.04480v2 Announce Type: cross Abstract: Many industries now deploy high-fidelity simulators (digital twins) to represent physical systems, yet their parameters must be calibrated to match the true system. This motivated the construction of simulation-driven parameter estimators, built by generating synthetic observations for sampled parameter values and learning a supervised mapping…

  • Diffusion Models in Simulation-Based Inference: A Tutorial Review

    Diffusion Models in Simulation-Based Inference: A Tutorial Review arXiv:2512.20685v1 Announce Type: new Abstract: Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way to learn conditional or joint distributions over parameters and observations,…

  • Contextual Strongly Convex Simulation Optimization: Optimize then Predict with Inexact Solutions

    Contextual Strongly Convex Simulation Optimization: Optimize then Predict with Inexact Solutions arXiv:2512.06270v1 Announce Type: new Abstract: In this work, we study contextual strongly convex simulation optimization and adopt an “optimize then predict” (OTP) approach for real-time decision making. In the offline stage, simulation optimization is conducted across a set of covariates to approximate the optimal-solution…

  • Simulation of Random LR Fuzzy Intervals

    Simulation of Random LR Fuzzy Intervals arXiv:2501.10482v1 Announce Type: new Abstract: Random fuzzy variables join the modeling of the impreciseness (due to their “fuzzy part”) and randomness. Statistical samples of such objects are widely used, and their direct, numerically effective generation is therefore necessary. Usually, these samples consist of triangular or trapezoidal fuzzy numbers. In…

  • I Wrote a Guide to Simulation in Python with SimPy

    I Wrote a Guide to Simulation in Python with SimPy Hi folks, I wrote a guide on discrete-event simulation with SimPy, designed to help you learn how to build simulations using Python. Kind of like the official documentation but on steroids. I have used SimPy personally in my own career for over a decade, it…