# An Efficient Conditional Score-based Filter for High Dimensional Nonlinear Filtering Problems

arXiv: https://arxiv.org/abs/2509.19816 · HTML: https://mlsanity.com/paper/2509.19816/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 9 of its 34 references that are in the map.
- First posted on arXiv 24 Sep 2025.

## Placed in

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

## Builds on (most cited first, 9 of 9)

- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Diffusion Posterior Sampling for General Noisy Inverse Problems](https://mlsanity.com/paper/2209.14687/) (2022)
- [Diffusion Models in Vision: A Survey](https://mlsanity.com/paper/2209.04747/) (2022)
- [Solving Inverse Problems in Medical Imaging with Score-Based Generative Models](https://mlsanity.com/paper/2111.08005/) (2021)
- [Improving Diffusion Models for Inverse Problems using Manifold Constraints](https://mlsanity.com/paper/2206.00941/) (2022)
- [Denoising Diffusion Models for Plug-and-Play Image Restoration](https://mlsanity.com/paper/2305.08995/) (2023)
- [Diffusion models as plug-and-play priors](https://mlsanity.com/paper/2206.09012/) (2022)
- [Nonlinear Assimilation via Score-based Sequential Langevin Sampling](https://mlsanity.com/paper/2411.13443/) (2024)

## Abstract (arXiv)

In many engineering and applied science domains, high-dimensional nonlinear filtering is still a challenging problem. Recent advances in score-based diffusion models offer a promising alternative for posterior sampling but require repeated retraining to track evolving priors, which is impractical in high dimensions. In this work, we propose the Conditional Score-based Filter (CSF), a novel algorithm that leverages a set-transformer encoder and a conditional diffusion model to achieve efficient and accurate posterior sampling without retraining. By decoupling prior modeling and posterior sampling into offline and online stages, CSF enables scalable score-based filtering across diverse nonlinear systems. Extensive experiments on benchmark problems show that CSF achieves superior accuracy, robustness, and efficiency across diverse nonlinear filtering scenarios.