The calibrated guidance term depends on the true diffused likelihood
\[
p(y \mid x_t) = \int p(x \mid x_t)p(y \mid x)dx.
\]
Many existing methods avoid this integral by replacing the denoising distribution
\(p(x \mid x_t)\) with a point estimate, such as \(\mathbb{E}[x \mid x_t]\), or with
a Gaussian proxy. These approximations can be useful for reward maximization, but
they are biased for posterior sampling: more compute can reduce variance while still
converging to the wrong distribution.
The same issue appears when using a guidance scale \(\gamma\). For calibrated
tempered inference, the target is
\[
p(x \mid y, \gamma) \propto p(x)p(y \mid x)^\gamma.
\]
Therefore the scaled likelihood must be diffused as
\[
p(y \mid x_t, \gamma)
\propto
\int p(x \mid x_t)p(y \mid x)^\gamma dx,
\]
rather than by simply multiplying \(\nabla_{x_t}\log p(y \mid x_t)\) by \(\gamma\).
CBG puts the likelihood, reward, and guidance scale inside the same expectation,
which is what makes the resulting sampler calibrated.