检验生成模型能否复现非平稳高斯场,发现部分模型在协方差上表现不佳。
Can Deep Generative Models Reproduce Non-Stationary Gaussian Random Fields?

- 用已知的非平稳高斯场测试四种生成模型的复现能力
- DDPM和score-SDE较好恢复协方差结构,VAE表现差,FM有轻微偏差
- 适用于空间/时空数据生成模型的验证与改进
深度生成模型(DGMs)广泛用于复杂高维数据建模,日益应用于空间与时空建模。其生成样本隐式代表学习到的数据分布及不确定性。然而,真实世界数据缺乏真实标签,评估模型是否学得底层过程困难,通常仅依赖观测。本文针对已知的非平稳高斯随机场,系统评估了流匹配(FM)、DDPM、score-SDE和VAE四种代表性模型。通过完整指标评估均值与协方差结构的恢复效果,以理想样本和平稳对照为参考。所有模型均能恢复均值表面,但协方差恢复表现各异:DDPM与score-SDE表现良好,FM呈现轻微非平稳性衰减与方差低估,VAE难以恢复协方差结构。在ERA5温度异常数据上的实验进一步证明该框架可用于复杂真实时空数据中生成模型的验证与开发。
原文摘要 · Abstract (English)
Deep generative models (DGMs) are widely used for complex high-dimensional data and increasingly applied to spatial and spatio-temporal modeling. Their generated samples implicitly represent the learned data distribution and associated uncertainty. However, for real-world data, assessing whether DGMs have learned the underlying process is difficult because the ground truth is unknown and evaluation often relies on observations alone. We evaluate representative DGMs, flow matching (FM), DDPM, score-SDE, and VAE, on a known non-stationary Gaussian random field. This paper provides comprehensive metrics to assess recovery of the ground-truth mean and covariance structures, with oracle samples and a stationary control as references. All four models recover the mean surface, while their covariance recovery differs across model families: DDPM and score-SDE recover the covariance structure reasonably well, FM exhibits mildly attenuated non-stationarity and slight variance under-dispersion, and VAE has difficulty recovering the covariance structure. An experiment on ERA5 temperature anomalies further demonstrates how the framework can support the validation and development of DGMs for complex real-world spatio-temporal data.
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