Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Models
On the map: Diffusion models → Diffusion foundations and sampling
Abstract (arXiv)
We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling, leverages conditional score-based diffusion models to generate samples from the posterior distribution of interest. The model is trained using an objective function which directly estimates the score of the posterior. We embed the model into a sequential training procedure, which guides simulations using the current approximation of the posterior at the observation of interest, thereby reducing the simulation cost. We also introduce several alternative sequential approaches, and discuss their relative merits. We then validate our method, as well as its amortised, non-sequential, variant on several numerical examples, demonstrating comparable or superior performance to existing state-of-the-art methods such as Sequential Neural Posterior Estimation (SNPE).
Key facts. Cited by 50 papers in the map (data through 7 Oct 2026). Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models. Builds on 82 of its 172 references that are in the map. First posted on arXiv 10 Oct 2022.
Builds on
82 of 172 references.
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