# Diffusion posterior sampling for simulation-based inference in tall data settings

arXiv: https://arxiv.org/abs/2404.07593 · HTML: https://mlsanity.com/paper/2404.07593/

## Key facts

- Cited by 19 papers in the map (data through 14 Oct 2026).
- Builds on 24 of its 44 references that are in the map.
- First posted on arXiv 11 Apr 2024.

## Builds on (most cited first, 24 of 24)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Classifier-Free Diffusion Guidance](https://mlsanity.com/paper/2207.12598/) (2022)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Elucidating the Design Space of Diffusion-Based Generative Models](https://mlsanity.com/paper/2206.00364/) (2022)
- [Deep Sets](https://mlsanity.com/paper/1703.06114/) (2017)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [The frontier of simulation-based inference](https://mlsanity.com/paper/1911.01429/) (2019)
- [Pyro: Deep Universal Probabilistic Programming](https://mlsanity.com/paper/1810.09538/) (2018)
- [Sequential Neural Likelihood: Fast Likelihood-free Inference with Autoregressive Flows](https://mlsanity.com/paper/1805.07226/) (2018)
- [Automatic Posterior Transformation for Likelihood-Free Inference](https://mlsanity.com/paper/1905.07488/) (2019)
- [Conditional Image Generation with Score-Based Diffusion Models](https://mlsanity.com/paper/2111.13606/) (2021)
- [Composable Effects for Flexible and Accelerated Probabilistic Programming in NumPyro](https://mlsanity.com/paper/1912.11554/) (2019)
- [Benchmarking Simulation-Based Inference](https://mlsanity.com/paper/2101.04653/) (2021)
- [On Markov chain Monte Carlo methods for tall data](https://mlsanity.com/paper/1505.02827/) (2015)
- [Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Models](https://mlsanity.com/paper/2210.04872/) (2022)
- [Compositional Score Modeling for Simulation-based Inference](https://mlsanity.com/paper/2209.14249/) (2022)
- [The Tamed Unadjusted Langevin Algorithm](https://mlsanity.com/paper/1710.05559/) (2017)
- [Neural Importance Sampling for Rapid and Reliable Gravitational-Wave Inference](https://mlsanity.com/paper/2210.05686/) (2022)
- [HNPE: Leveraging Global Parameters for Neural Posterior Estimation](https://mlsanity.com/paper/2102.06477/) (2021)
- [L-C2ST: Local Diagnostics for Posterior Approximations in Simulation-Based Inference](https://mlsanity.com/paper/2306.03580/) (2023)
- [Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs](https://mlsanity.com/paper/1903.01138/) (2019)

## Built on by (most cited first, 19 of 19)

- [Simulation-Based Inference: A Practical Guide](https://mlsanity.com/paper/2508.12939/) (2025)
- [Free Hunch: Denoiser Covariance Estimation for Diffusion Models Without Extra Costs](https://mlsanity.com/paper/2410.11149/) (2024)
- [Compositional simulation-based inference for time series](https://mlsanity.com/paper/2411.02728/) (2024)
- [A Kernel-Based Conditional Two-Sample Test Using Nearest Neighbors (with Applications to Calibration, Regression Curves, and Simulation-Based Inference)](https://mlsanity.com/paper/2407.16550/) (2024)
- [CP4SBI: Local Conformal Calibration of Credible Sets in Simulation-Based Inference](https://mlsanity.com/paper/2508.17077/) (2025)
- [Robust Simulation-Based Inference under Missing Data via Neural Processes](https://mlsanity.com/paper/2503.01287/) (2025)
- [FNOPE: Simulation-based inference on function spaces with Fourier Neural Operators](https://mlsanity.com/paper/2505.22573/) (2025)
- [Amortized Bayesian Workflow](https://mlsanity.com/paper/2409.04332/) (2024)
- [PriorGuide: Test-Time Prior Adaptation for Simulation-Based Inference](https://mlsanity.com/paper/2510.13763/) (2025)
- [Sample-efficient evidence estimation of score based priors for model selection](https://mlsanity.com/paper/2602.20549/) (2026)
- [ConDiSim: Conditional Diffusion Models for Simulation Based Inference](https://mlsanity.com/paper/2505.08403/) (2025)
- [Causal Posterior Estimation](https://mlsanity.com/paper/2505.21468/) (2025)
- [Repulsive Monte Carlo on the sphere for the sliced Wasserstein distance](https://mlsanity.com/paper/2509.10166/) (2025)
- [Error analysis of a compositional score-based algorithm for simulation-based inference](https://mlsanity.com/paper/2510.15817/) (2025)
- [Theoretical guidelines for annealed Langevin dynamics in compositional simulation-based inference](https://mlsanity.com/paper/2605.21253/) (2026)
- [Neural composite likelihood estimation: simulation based inference for time series](https://mlsanity.com/paper/2609.21762/) (2026)
- [A Three-Way Testing Framework for Quantifying Epistemic Calibration Uncertainty in SBI](https://mlsanity.com/paper/2609.24419/) (2026)
- [Scalable Diffusion SBI for Compositional Inference under Simulator Misspecification](https://mlsanity.com/paper/2609.36950/) (2026)
- [Sample-Size Extrapolation in Simulation-Based Inference via Statistical Scaling](https://mlsanity.com/paper/2610.16820/) (2026)

## Abstract (arXiv)

Identifying the parameters of a non-linear model that best explain observed data is a core task across scientific fields. When such models rely on complex simulators, evaluating the likelihood is typically intractable, making traditional inference methods such as MCMC inapplicable. Simulation-based inference (SBI) addresses this by training deep generative models to approximate the posterior distribution over parameters using simulated data. In this work, we consider the tall data setting, where multiple independent observations provide additional information, allowing sharper posteriors and improved parameter identifiability. Building on the flourishing score-based diffusion literature, F-NPSE (Geffner et al., 2023) estimates the tall data posterior by composing individual scores from a neural network trained only for a single context observation. This enables more flexible and simulation-efficient inference than alternative approaches for tall datasets in SBI. However, it relies on costly Langevin dynamics during sampling. We propose a new algorithm that eliminates the need for Langevin steps by explicitly approximating the diffusion process of the tall data posterior. Our method retains the advantages of compositional score-based inference while being significantly faster and more stable than F-NPSE. We demonstrate its improved performance on toy problems and standard SBI benchmarks, and showcase its scalability by applying it to a complex real-world model from computational neuroscience.
