arXiv:2605.15407math.NAcs.AI2026-05

用能量距离训练可复用的推移映射,实现高效贝叶斯反演。

Energy-based Transport for Amortized Bayesian Inference

  • 基于能量距离构建观测依赖的推移映射,从先验生成后验样本。
  • 无需似然函数与雅可比行列式,支持高维及无限维参数空间。
  • 适用于多模态后验,适合快速重复反演任务的科研人员。

针对非线性逆问题的贝叶斯推断,本文提出一种基于能量距离的可迁移推断方法。该方法仅需参数与观测的联合采样,不依赖似然函数计算,避免了雅可比行列式的复杂性。通过学习一个观测相关的推移映射,将参考测度映射为近似后验分布,利用平均能量距离进行训练,实现跨观测实例的泛化。当后验相对于高斯先验具有密度时,构造的映射为恒等映射加上位于先验卡姆登-马丁空间的可学习部分,保证后验绝对连续性。在无限维情形下,采用神经算子参数化,支持不同网格分辨率。实验涵盖有限维问题以及基于偏微分方程的多孔介质流和地震反演问题,结果表明所学映射能有效捕捉多模态特征并实现快速采样。

原文摘要 · Abstract (English)

We consider amortized Bayesian inference for nonlinear inverse problems using only samples from the joint distribution of parameters and observations, including problems with unknown functions in a Banach space. Classical methods such as Markov chain Monte Carlo solve a new inference problem for each observation, making repeated posterior inference computationally prohibitive, particularly in infinite dimensions. Amortized Bayesian inversion instead learns a reusable map that rapidly generates posterior samples for new observations. We learn an observation-dependent transport map that pushes a reference measure to an approximate posterior. Training minimizes the average energy distance between the posterior and the learned pushforward. Averaging over observations allows generalization across observation instances and efficient amortized inference. Furthermore, the formulation is likelihood-free, requiring only samples from the joint distribution and avoiding likelihood evaluation. In addition, the use of an energy-distance objective removes the need for invertibility of the transport map and for computation of Jacobian determinants, enabling flexible parameterizations in high- and infinite-dimensional settings. Moreover, when the posterior has a density with respect to a Gaussian prior measure, we construct transport maps as the identity plus a learnable map valued in the prior's Cameron--Martin space. This guarantees that the learned posterior remains absolutely continuous with respect to the prior. In infinite dimensions, the transport map is parameterized using neural operators, enabling use at different grid resolutions. We demonstrate the approach on a finite-dimensional problem and PDE-based porous-medium flow and seismic inverse problems. The learned transport captures multimodality and dominant posterior modes while enabling fast sampling.

贝叶斯推断逆问题神经算子能量距离

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