Home > Research > Publications & Outputs > Sequential Neural Score Estimation

Electronic data

  • 9103_Sequential_Neural_Score_E

    Accepted author manuscript, 2.73 MB, PDF document

    Available under license: CC BY: Creative Commons Attribution 4.0 International License

Links

View graph of relations

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

Research output: Contribution to Journal/MagazineConference articlepeer-review

Published
Close
<mark>Journal publication date</mark>29/07/2024
<mark>Journal</mark>Proceedings of Machine Learning Research
Volume235
Number of pages38
Pages (from-to)44565-44602
Publication StatusPublished
<mark>Original language</mark>English

Abstract

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).

Bibliographic note

In: Proceedings of the 41st International Conference on Machine Learning (ICML 2024), Vienna, Austria.