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Flow Matching for Scalable Simulation-Based Inference

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Neural posterior estimation methods based on discrete normalizing flows have become established tools for simulation-based inference (SBI), but scaling them to high-dimensional problems can be challenging. Building on recent advances in generative modeling, we here present flow matching posterior estimation (FMPE), a technique for SBI using continuous normalizing flows. Like diffusion models, and in contrast to discrete flows, flow matching allows for unconstrained architectures, providing enhanced flexibility for complex data modalities. Flow matching, therefore, enables exact density evaluation, fast training, and seamless scalability to large architectures--making it ideal for SBI. We show that FMPE achieves competitive performance on an established SBI benchmark, and then demonstrate its improved scalability on a challenging scientific problem: for gravitational-wave inference, FMPE outperforms methods based on comparable discrete flows, reducing training time by 30% with substantially improved accuracy. Our work underscores the potential of FMPE to enhance performance in challenging inference scenarios, thereby paving the way for more advanced applications to scientific problems.

Maximilian Dax, Jonas Wildberger, Simon Buchholz, Stephen R. Green, Jakob H. Macke, Bernhard Sch\"olkopf• 2023

Related benchmarks

TaskDatasetResultRank
Simulation-Based InferenceHierarchical Gaussian Linear
l-C2ST4.90e-4
55
Simulation-Based InferenceHierarchical Two Moons
l-C2ST0.232
55
Simulation-Based InferenceHierarchical Gaussian Mixture
l-C2ST0.0019
55
Simulation-Based InferenceHierarchical Gaussian Linear Uniform
l-C2ST0.0016
55
Simulation-Based InferenceHierarchical SLCP
l-C2ST19
54
Simulation-Based InferenceHierarchical SIR
l-C2ST2.41e-4
53
Simulation-Based InferenceSBIBM Gaussian Linear
C2ST0.97
19
Posterior EstimationSBIBM SLCP
Joint C2ST83
10
Posterior SamplingSLCP SBI benchmark
C2ST96
7
Posterior SamplingGaussian Mixture SBI benchmark
C2ST57
7
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