纠正物理约束生成中的分布偏差,让模型真正采样正确后验分布。
The Right Measure for Physics-Constrained Generation: A Co-Area Correction for Posterior-Consistent PDE Inverse Problems

- 引入共面积修正项,解决硬约束下采样分布错误问题
- 忽略该修正会使后验误差放大20倍,投影法偏差达9倍
- 适合需精准不确定性估计的科学计算与逆问题求解
生成模型(如扩散模型和流匹配)在求解偏微分方程(PDE)逆问题中日益普及,通常通过投影或引导将物理定律作为硬约束,并将生成样本视为校准过的贝叶斯后验。我们指出,这种普遍做法采样的是错误分布。在生成先验上施加硬PDE约束等价于条件化在一个测度为零的流形上,这一操作本质上存在歧义(Borel–Kolmogorov悖论),其物理正确的解法——小残差噪声极限——包含一个共面积(Fixman)雅可比因子[det(JJ^⊤)]⁻¹/²,而现有投影与引导方法均未考虑。我们精确刻画了该偏差,发现其随约束敏感性异质性增长,并在控制问题中通过独立同分布的真值仲裁器验证。忽略该因子会使后验误差增至采样噪声下限的20倍;最小位移投影(如PCFM)偏差达9倍;朴素标量重加权无法修复。我们提出CoCoS,一种感知测度的约束采样器,能准确逼近共面积后验,其结果与黄金标准后验在采样噪声范围内一致。研究表明,“满足物理”不等于“采样后验”,并为不确定性感知的科学推断提供了严谨修正。
原文摘要 · Abstract (English)
Generative models -- diffusion and flow matching -- are increasingly used to solve partial differential equation (PDE) inverse problems, enforcing the governing physics as a \emph{hard constraint} (via projection or guidance) and reporting the resulting samples as a Bayesian posterior with calibrated uncertainty. We show that this widely adopted recipe samples the wrong distribution. Conditioning a generative prior on a hard PDE constraint is conditioning on a measure-zero manifold -- an operation that is intrinsically ambiguous (the Borel--Kolmogorov paradox) and whose physically correct resolution, the small-residual-noise limit, carries a co-area (Fixman) Jacobian factor $[det(JJ^{\top})]^{-1/2}$ that projection- and guidance-based methods silently omit. We make the bias precise, show that it grows with the heterogeneity of the constraint sensitivity, and validate it on controlled problems against an \emph{i.i.d.} ground-truth arbiter. The omitted factor is not a second-order detail: removing it inflates the posterior error to $20\times$ the sampling-noise floor; minimal-displacement projection (as in PCFM) is biased at $9\times$ the floor; and a naive scalar reweighting does not fix it. We introduce \textbf{CoCoS}, a measure-aware constrained sampler that targets the correct co-area posterior, and show that it matches the gold-standard posterior to within sampling noise. Our results imply that ``satisfying the physics'' is not the same as ``sampling the posterior,'' and give a principled correction for uncertainty-aware scientific inference.
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