English
Related papers

Related papers: Solving High-dimensional Inverse Problems Using Am…

200 papers

We consider the inverse Ising problem, i.e. the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the…

Machine Learning · Statistics 2017-12-22 Christian Donner , Manfred Opper

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

The efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…

Machine Learning · Computer Science 2025-05-20 Daniil Sherki , Ivan Oseledets , Ekaterina Muravleva

Deep learning models are being used for the analysis of parametric statistical models based on simulation-only frameworks. Bayesian models using normalizing flows simulate data from a prior distribution and are composed of two deep neural…

Statistics Theory · Mathematics 2026-03-12 Stefan Böhringer

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

With the rapid development of diffusion models and flow-based generative models, there has been a surge of interests in solving noisy linear inverse problems, e.g., super-resolution, deblurring, denoising, colorization, etc, with generative…

Machine Learning · Computer Science 2024-10-22 Xiangming Meng , Yoshiyuki Kabashima

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we…

Computation · Statistics 2023-01-30 Dennis Prangle , Cecilia Viscardi

Flow matching is a recent state-of-the-art framework for generative modeling based on ordinary differential equations (ODEs). While closely related to diffusion models, it provides a more general perspective on generative modeling. Although…

Computer Vision and Pattern Recognition · Computer Science 2025-03-12 Jeongsol Kim , Bryan Sangwoo Kim , Jong Chul Ye

Likelihood-free inference (LFI) methods, such as approximate Bayesian computation, have become commonplace for conducting inference in complex models. Many approaches are based on summary statistics or discrepancies derived from synthetic…

Methodology · Statistics 2025-06-06 David T. Frazier , Christopher Drovandi , Lucas Kock , David J. Nott

In the paper, we develop an ensemble-based implicit sampling method for Bayesian inverse problems. For Bayesian inference, the iterative ensemble smoother (IES) and implicit sampling are integrated to obtain importance ensemble samples,…

Numerical Analysis · Mathematics 2018-12-04 Yuming Ba , Lijian Jiang

Likelihood-free methods perform parameter inference in stochastic simulator models where evaluating the likelihood is intractable but sampling synthetic data is possible. One class of methods for this likelihood-free problem uses a…

Machine Learning · Statistics 2020-12-21 Conor Durkan , Iain Murray , George Papamakarios

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

We propose Amortized Posterior Sampling (APS), a novel variational inference approach for efficient posterior sampling in inverse problems. Our method trains a conditional flow model to minimize the divergence between the variational…

Computer Vision and Pattern Recognition · Computer Science 2025-07-14 Abbas Mammadov , Hyungjin Chung , Jong Chul Ye

Bayesian likelihood-free methods implement Bayesian inference using simulation of data from the model to substitute for intractable likelihood evaluations. Most likelihood-free inference methods replace the full data set with a summary…

Methodology · Statistics 2020-10-16 Yinan Mao , Xueou Wang , David J. Nott , Michael Evans

This study presents a conditional flow matching framework for solving physics-constrained Bayesian inverse problems. In this setting, samples from the joint distribution of inferred variables and measurements are assumed available, while…

Gravity inversion is a commonly applied data analysis technique in the field of geophysics. While machine learning methods have previously been explored for the problem of gravity inversion, these are deterministic approaches returning a…

Bayesian Likelihood-Free Inference methods yield posterior approximations for simulator models with intractable likelihood. Recently, many works trained neural networks to approximate either the intractable likelihood or the posterior…

Computation · Statistics 2022-06-01 Lorenzo Pacchiardi , Ritabrata Dutta

Likelihood-free (a.k.a. simulation-based) inference problems are inverse problems with expensive, or intractable, forward models. ODE inverse problems are commonly treated as likelihood-free, as their forward map has to be numerically…

Machine Learning · Statistics 2020-07-01 Hans Kersting , Nicholas Krämer , Martin Schiegg , Christian Daniel , Michael Tiemann , Philipp Hennig

Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a novel offline inference method for approximating posterior…

Machine Learning · Statistics 2025-04-17 Chengkun Li , Bobby Huggins , Petrus Mikkola , Luigi Acerbi

Generative models based on flow matching have attracted significant attention for their simplicity and superior performance in high-resolution image synthesis. By leveraging the instantaneous change-of-variables formula, one can directly…

Computer Vision and Pattern Recognition · Computer Science 2025-01-06 Yasi Zhang , Peiyu Yu , Yaxuan Zhu , Yingshan Chang , Feng Gao , Ying Nian Wu , Oscar Leong