用物理约束神经网络优化贝叶斯更新,提升高维非线性估计精度。
Physics-informed neural particle flow for the Bayesian update step
- 将对数同伦轨迹与连续性方程结合,构建主控偏微分方程
- 神经网络在无真实后验样本下训练,实现隐式正则化
- 相比前沿方法,模式覆盖更全,计算复杂度更低
贝叶斯更新在高维非线性估计中面临重大计算挑战。尽管对数同伦粒子流滤波可替代随机采样,但现有方法通常导致刚性微分方程。而现有深度学习近似多将更新视为黑箱或依赖渐近松弛,忽略有限时域概率传输的精确几何结构。本文提出一种物理信息神经粒子流,为摊销推断框架。通过将先验到后验密度函数的对数同伦轨迹与描述密度演化的连续性方程耦合,导出主控偏微分方程(PDE)。将该PDE作为物理约束嵌入损失函数,训练神经网络以逼近传输速度场。此方法支持纯无监督训练,无需真实后验样本。实验表明,神经参数化充当隐式正则化器,缓解分析流固有的数值刚性,降低在线计算复杂度。在多模态基准和复杂非线性场景中的验证表明,其模式覆盖更广、鲁棒性更强,优于当前最先进基线。
原文摘要 · Abstract (English)
The Bayesian update step poses significant computational challenges in high-dimensional nonlinear estimation. While log-homotopy particle flow filters offer an alternative to stochastic sampling, existing formulations usually yield stiff differential equations. Conversely, existing deep learning approximations typically treat the update as a black-box task or rely on asymptotic relaxation, neglecting the exact geometric structure of the finite-horizon probability transport. In this work, we propose a physics-informed neural particle flow, which is an amortized inference framework. To construct the flow, we couple the log-homotopy trajectory of the prior to posterior density function with the continuity equation describing the density evolution. This derivation yields a governing partial differential equation (PDE), referred to as the master PDE. By embedding this PDE as a physical constraint into the loss function, we train a neural network to approximate the transport velocity field. This approach enables purely unsupervised training, eliminating the need for ground-truth posterior samples. We demonstrate that the neural parameterization acts as an implicit regularizer, mitigating the numerical stiffness inherent to analytic flows and reducing online computational complexity. Experimental validation on multimodal benchmarks and a challenging nonlinear scenario confirms better mode coverage and robustness compared to state-of-the-art baselines.
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