Amortized Simulation-Based Inference in Generalized Bayes via Neural Posterior Estimation

Shiyi Sun, Geoff K. Nicholls, Jeong Eun Lee

Generalized Bayesian Inference (GBI) tempers a loss with a temperature ${\hat{I}}^2>0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI meth…