Search arXivSearch

arXiv · 2605.05752

Generative AI-Based Monte Carlo Simulation for Method Evaluation Using Synthetic Multilevel Data

Abstract

The role of AI-generated synthetic data has recently been expanded to support realistic Monte Carlo simulations. However, guidance is limited on generating data with multilevel structures and designing simulations based on such data. This study proposes a general framework for AI-based simulation studies to evaluate the predictive performance and parameter recovery of quantitative methods, specifically using multilevel data commonly observed in the social sciences. Our proposed six-stage workflow consists of (i) specifying a method and real data, (ii) training Generative AI with real data, (iii) assessing synthetic data quality, (iv) designing and conducting simulations, (v) evaluating method performance, and (vi) checking robustness. To enhance fidelity in multilevel data generation, we also introduce targeted modifications to diffusion models and Generative Adversarial Networks (GANs). Furthermore, we develop a systematic quality evaluation framework that assesses both within-table and between-table fidelity, and discuss how AI-based simulation designs should differ depending on whether the simulation's objective is predictive performance or parameter recovery. Finally, using empirical multilevel data and multilevel modeling methods, we demonstrate the utility of the proposed AI-based simulation framework. This approach leads to more accurate and honest evaluations of quantitative methods in the real world, unlike traditional simulation studies based on arbitrary simulated scenarios.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Youmi Suk, Chenguang Pan, Weixuan Xiao. 2026-05-07. Generative AI-Based Monte Carlo Simulation for Method Evaluation Using Synthetic Multilevel Data. https://arxiv.org/abs/2605.05752

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Efficient and scalable clustering of survival curves

Survival analysis encompasses a broad range of methods for analyzing time-to-event data, with one key objective being the comparison of survival curves across groups. Traditional approaches for identifying clusters of survival curves often rely on computationally intensive bootstrap techniques to approximate the null hypothesis distribution. While effective, these methods impose significant computational burdens. In this work, we propose a novel approach that leverages the k-means and log-rank test to efficiently identify and cluster survival curves. Our method eliminates the need for computationally expensive resampling, significantly reducing processing time while maintaining statistical reliability. By systematically evaluating survival curves and determining optimal clusters, the proposed method ensures a practical and scalable alternative for large-scale survival data analysis. Through simulation studies, we demonstrate that our approach achieves results comparable to existing bootstrap-based clustering methods while dramatically improving computational efficiency. These findings suggest that the log-rank-based clustering procedure offers a viable and time-efficient solution for researchers working with multiple survival curves in medical and epidemiological studies.

stat.ME

Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals

Copula models of multivariate data are popular because they allow separate specification of marginal distributions and the copula function. These components can be treated as inter-related modules in a modified Bayesian inference approach called ''cutting feedback'' that is robust to their misspecification. Recent work uses a two module approach, where all $d$ marginals form a single module, to robustify inference for the marginals against copula function misspecification, or vice versa. However, marginals can exhibit differing levels of misspecification, making it attractive to assign each its own module with an individual influence parameter controlling its contribution to a joint semi-modular inference (SMI) posterior. This generalizes existing two module SMI methods, which interpolate between cut and conventional posteriors using a single influence parameter. We develop a novel copula SMI method and select the influence parameters using Bayesian optimization. It provides an efficient continuous relaxation of the discrete optimization problem over $2^d$ cut/uncut configurations. We establish theoretical properties of the resulting semi-modular posterior and demonstrate the approach on simulated and real data. The real data application uses a skew-normal copula model of asymmetric dependence between equity volatility and bond yields, where robustifying copula estimation against marginal misspecification is strongly motivated.

stat.ME

On Asymptotic Outlier Rejection in Bayesian Mixed Poisson Regression Models Under Extreme Target and Covariate Values

Bayesian models are defined to be fully robust against outliers if observations infinitely far from the other data do not influence the posterior. In regression models, this entails a need to consider outliers in both target and covariate values. While in linear regression these cases are interchangeable, as both lead to anomalously large residuals, this symmetry does not apply to generalized linear models. Importantly, Hamura et al. (2025, arXiv:2106.10503) presented sufficient conditions for mixed Poisson count regression models to be robust against infinitely large target values and proposed a mixed Poisson-Rescaled Beta model fulfilling these conditions. We continue from their work and study the robustness properties of mixed Poisson regression models with Gaussian latent variables in the presence of outliers in covariates. We show that in count regression the symmetry between covariate and target outliers breaks: mixed Poisson models are not robust to outlier covariates even if they were robust to target outliers. Furthermore, we show that, as a covariate gets infinitely large, the corresponding regression coefficient posterior collapses to a point-mass distribution concentrated around zero. We hence introduce a novel robustified mixed Poisson model which we denote as $x$-outlier rejective ($x$-OR) mixed Poisson, and demonstrate its theoretical and practical ability to accommodate outliers in the covariates. We investigate robustness properties of alternative ($x$-OR) mixed Poisson models in the presence of moderate outliers with simulations and a real world case study and show that the $x$-OR log-$t$ and Rescaled Beta mixed Poisson models reject both types of outliers, leading to improved inference.

stat.ME