ConDiSim: Conditional Diffusion Models for Simulation Based Inference
By: Mayank Nautiyal, Andreas Hellander, Prashant Singh
Potential Business Impact:
Helps computers guess hidden answers from messy data.
We present a conditional diffusion model - ConDiSim, for simulation-based inference of complex systems with intractable likelihoods. ConDiSim leverages denoising diffusion probabilistic models to approximate posterior distributions, consisting of a forward process that adds Gaussian noise to parameters, and a reverse process learning to denoise, conditioned on observed data. This approach effectively captures complex dependencies and multi-modalities within posteriors. ConDiSim is evaluated across ten benchmark problems and two real-world test problems, where it demonstrates effective posterior approximation accuracy while maintaining computational efficiency and stability in model training. ConDiSim offers a robust and extensible framework for simulation-based inference, particularly suitable for parameter inference workflows requiring fast inference methods.
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