Diffusion Models in Simulation-Based Inference: A Tutorial Review

In this tutorial review, we synthesize recent developments on diffusion models in SBI, covering design choices for training, inference, and evaluation. We highlight opportunities created by various concepts such as guidance, score composition, flow matching, consistency models, and joint modeling. We also discuss how efficiency and statistical accuracy are affected by noise schedules, parameterizations, and samplers. Concepts are illustrated with case studies across various problems.