arXiv:2607.06252stat.MLcs.LG2026-07

用凸优化提升神经似然估计,让贝叶斯反问题更稳定高效。

A Convex Approximation Framework for Neural Likelihood-Based Bayesian Inverse Problems

  • 通过无归一化势能建模,将似然学习转为严格凸问题
  • 样本量增大时,学习结果渐近收敛到真实似然
  • 适合高维反问题,尤其适用于物理模型未知场景

科学与工程中的许多问题难以精确建模,原因包括未知物理机制、测量不确定性量化不足或高保真模拟计算成本过高。这些挑战限制了经典概率推断方法(如马尔可夫链蒙特卡洛)在高维贝叶斯反问题中的应用。随着科学实验数据日益丰富,机器学习提供了无需显式参数建模的灵活替代方案。本文研究神经似然逼近,即直接从数据中学习似然函数,无需了解底层生成过程。传统方法通过最小化真实后验与近似后验之间的KL散度来训练似然代理模型,等价于最小化期望负对数似然。本文改进了神经似然逼近的理论基础:通过使用未归一化的势能,并将归一化项融入训练目标,使学习问题变为严格凸。我们证明,经验最小化器随样本量增长会收敛至真实似然。数值实验在去模糊和非线性偏微分方程成像问题上验证了该方法的有效性。

原文摘要 · Abstract (English)

Many problems in science and engineering are difficult to model accurately, either due to unknown physical mechanisms, poorly quantified measurement uncertainty, or prohibitive computational costs of high-fidelity simulations. These challenges limit the applicability of classical probabilistic inference methods such as Markov chain Monte Carlo, especially in high-dimensional Bayesian inverse problems. As data from scientific experiments become increasingly available, machine learning methods offer a flexible alternative to explicit parametric modelling. We study neural likelihood approximation, where the goal is to learn the likelihood function directly from data without explicit knowledge of the underlying data-generating process. A common approach trains likelihood surrogates by minimizing the Kullback-Leibler divergence between the true posterior and an approximate posterior, which is equivalent to minimizing the expected negative log-likelihood. This work improves the theoretical foundations of neural likelihood approximation by alleviating limitations of restrictive model classes: we show that, by working with un-normalized potentials and folding normalization into the training objective, the resulting learning problem is strictly convex. We show that empirical minimizers of the resulting data-driven objective converge to the true likelihood as the sample size grows. Numerical experiments for the neural likelihood approximation are conducted for a deblurring and a non-linear PDE based imaging problem.

贝叶斯反问题神经似然凸优化高维推断

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