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

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

11 Apr 2024arXiv:2404.07593archive 2025-07-28

Julia Linhart, Gabriel Victorino Cardoso, Alexandre Gramfort, Sylvain Le Corff, Pedro L. C. Rodrigues

Determining which parameters of a non-linear model best describe a set of experimental data is a fundamental problem in science and it has gained much traction lately with the rise of complex large-scale simulators. The likelihood of such models is typically intractable, which is why classical MCMC methods can not be used. Simulation-based inference (SBI) stands out in this context by only requiring a dataset of simulations to train deep generative models capable of approximating the posterior distribution that relates input parameters to a given observation. In this work, we consider a tall data extension in which multiple observations are available to better infer the parameters of the model. The proposed method is built upon recent developments from the flourishing score-based diffusion literature and allows to estimate the tall data posterior distribution, while simply using information from a score network trained for a single context observation. We compare our method to recently proposed competing approaches on various numerical experiments and demonstrate its superiority in terms of numerical stability and computational cost.

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