# Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Models

arXiv: https://arxiv.org/abs/2210.04872 · HTML: https://mlsanity.com/paper/2210.04872/

## Key facts

- Cited by 50 papers in the map (data through 14 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.

## Placed in

- Diffusion models / [Diffusion foundations and sampling](https://mlsanity.com/diffusion/diffusion-foundations-and-sampling/)

## Builds on (most cited first, 30 of 82)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Diffusion Models Beat GANs on Image Synthesis](https://mlsanity.com/paper/2105.05233/) (2021)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Classifier-Free Diffusion Guidance](https://mlsanity.com/paper/2207.12598/) (2022)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Elucidating the Design Space of Diffusion-Based Generative Models](https://mlsanity.com/paper/2206.00364/) (2022)
- [Improved Techniques for Training GANs](https://mlsanity.com/paper/1606.03498/) (2016)
- [Video Diffusion Models](https://mlsanity.com/paper/2204.03458/) (2022)
- [Variational Inference with Normalizing Flows](https://mlsanity.com/paper/1505.05770/) (2015)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [DPM-Solver: A Fast ODE Solver for Diffusion Probabilistic Model Sampling in Around 10 Steps](https://mlsanity.com/paper/2206.00927/) (2022)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [Diffusion Posterior Sampling for General Noisy Inverse Problems](https://mlsanity.com/paper/2209.14687/) (2022)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [Cascaded Diffusion Models for High Fidelity Image Generation](https://mlsanity.com/paper/2106.15282/) (2021)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [Masked Autoregressive Flow for Density Estimation](https://mlsanity.com/paper/1705.07057/) (2017)
- [Maximum Likelihood Training of Score-Based Diffusion Models](https://mlsanity.com/paper/2101.09258/) (2021)
- [ILVR: Conditioning Method for Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2108.02938/) (2021)
- [WaveGrad: Estimating Gradients for Waveform Generation](https://mlsanity.com/paper/2009.00713/) (2020)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [Neural Spline Flows](https://mlsanity.com/paper/1906.04032/) (2019)
- [FFJORD: Free-form Continuous Dynamics for Scalable Reversible Generative Models](https://mlsanity.com/paper/1810.01367/) (2018)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)

## Built on by (most cited first, 30 of 50)

- [PaperBench: Evaluating AI's Ability to Replicate AI Research](https://mlsanity.com/paper/2504.01848/) (2025)
- [Flow Matching for Scalable Simulation-Based Inference](https://mlsanity.com/paper/2305.17161/) (2023)
- [All-in-one simulation-based inference](https://mlsanity.com/paper/2404.09636/) (2024)
- [Learning Robust Statistics for Simulation-based Inference under Model Misspecification](https://mlsanity.com/paper/2305.15871/) (2023)
- [Dynamic Conditional Optimal Transport through Simulation-Free Flows](https://mlsanity.com/paper/2404.04240/) (2024)
- [sbi reloaded: a toolkit for simulation-based inference workflows](https://mlsanity.com/paper/2411.17337/) (2024)
- [Consistency Models for Scalable and Fast Simulation-Based Inference](https://mlsanity.com/paper/2312.05440/) (2023)
- [Diffusion posterior sampling for simulation-based inference in tall data settings](https://mlsanity.com/paper/2404.07593/) (2024)
- [Leveraging Self-Consistency for Data-Efficient Amortized Bayesian Inference](https://mlsanity.com/paper/2310.04395/) (2023)
- [Amortized Bayesian Multilevel Models](https://mlsanity.com/paper/2408.13230/) (2024)
- [Distribution Transformers: Fast Approximate Bayesian Inference With On-The-Fly Prior Adaptation](https://mlsanity.com/paper/2502.02463/) (2025)
- [Effortless, Simulation-Efficient Bayesian Inference using Tabular Foundation Models](https://mlsanity.com/paper/2504.17660/) (2025)
- [Calibrating Neural Simulation-Based Inference with Differentiable Coverage Probability](https://mlsanity.com/paper/2310.13402/) (2023)
- [Balancing Simulation-based Inference for Conservative Posteriors](https://mlsanity.com/paper/2304.10978/) (2023)
- [Compositional simulation-based inference for time series](https://mlsanity.com/paper/2411.02728/) (2024)
- [Simulation-based Bayesian inference under model misspecification](https://mlsanity.com/paper/2503.12315/) (2025)
- [Misspecification-robust Sequential Neural Likelihood for Simulation-based Inference](https://mlsanity.com/paper/2301.13368/) (2023)
- [Simulation-based Inference for High-dimensional Data using Surjective Sequential Neural Likelihood Estimation](https://mlsanity.com/paper/2308.01054/) (2023)
- [Conditional diffusions for amortized neural posterior estimation](https://mlsanity.com/paper/2410.19105/) (2024)
- [Simulation-based Inference with the Python Package sbijax](https://mlsanity.com/paper/2409.19435/) (2024)
- [Multilevel neural simulation-based inference](https://mlsanity.com/paper/2506.06087/) (2025)
- [JADAI: Jointly Amortizing Adaptive Design and Bayesian Inference](https://mlsanity.com/paper/2512.22999/) (2025)
- [Zero-Flow Encoders](https://mlsanity.com/paper/2602.00797/) (2026)
- [Simulation-based Inference with the Generalized Kullback-Leibler Divergence](https://mlsanity.com/paper/2310.01808/) (2023)
- [Fuse It or Lose It: Deep Fusion for Multimodal Simulation-Based Inference](https://mlsanity.com/paper/2311.10671/) (2023)
- [Amortized Bayesian Workflow](https://mlsanity.com/paper/2409.04332/) (2024)
- [Amortized Bayesian Mixture Models](https://mlsanity.com/paper/2501.10229/) (2025)
- [Posterior SBC: Simulation-Based Calibration Checking Conditional on Data](https://mlsanity.com/paper/2502.03279/) (2025)
- [PriorGuide: Test-Time Prior Adaptation for Simulation-Based Inference](https://mlsanity.com/paper/2510.13763/) (2025)
- [Flow Matching for Posterior Inference with Simulator Feedback](https://mlsanity.com/paper/2410.22573/) (2024)

## 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).