Simulation-based Inference via Langevin Dynamics with Score Matching

• URL: http://arxiv.org/abs/2509.03853v2
• Date: Thu, 11 Sep 2025 19:24:31 GMT
• Title: Simulation-based Inference via Langevin Dynamics with Score Matching
• Authors: Haoyu Jiang, Yuexi Wang, Yun Yang,
• Abstract summary: Simulation-based inference ( SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available.<n>We propose a novel SBI method that integrates score matching with Langevin dynamics to explore complex posterior landscapes more efficiently.<n>Our approach introduces tailored score-matching procedures for SBI, including a localization scheme that reduces simulation costs and an architectural regularization that embeds the statistical structure of log-likelihood scores to improve score-matching accuracy.
• Score: 8.296393653529206
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep generative models, have expanded the applicability of SBI, yet these methods often face challenges in moderate to high-dimensional parameter spaces. Motivated by the success of gradient-based Monte Carlo methods in Bayesian sampling, we propose a novel SBI method that integrates score matching with Langevin dynamics to explore complex posterior landscapes more efficiently in such settings. Our approach introduces tailored score-matching procedures for SBI, including a localization scheme that reduces simulation costs and an architectural regularization that embeds the statistical structure of log-likelihood scores to improve score-matching accuracy. We provide theoretical analysis of the method and illustrate its practical benefits on benchmark tasks and on more challenging problems in moderate to high dimensions, where it performs favorably compared to existing approaches.

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