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[Submitted on 11 Jul 2024] View a PDF of the paper titled Inflationary Flows: Calibrated Bayesian Inference with Diffusion-Based Models, by Daniela de Albuquerque and John Pearson View PDF HTML (experimental) Abstract:Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the computation of which typically involves an intractable high-dimensional integral. Among available approximation methods, sampling-based approaches come with strong theoretical guarantees but scale poorly to large problems, while variational approaches scale well but offer few…