Score-Based Variational Inference for Inverse Problems
- URL: http://arxiv.org/abs/2410.05646v1
- Date: Tue, 8 Oct 2024 02:55:16 GMT
- Title: Score-Based Variational Inference for Inverse Problems
- Authors: Zhipeng Xue, Penghao Cai, Xiaojun Yuan, Xiqi Gao,
- Abstract summary: In applications that posterior mean is preferred, we have to generate multiple samples from the posterior which is time-consuming.
We establish a framework termed reverse mean propagation (RMP) that targets the posterior mean directly.
We develop an algorithm that optimize the reverse KL divergence with natural gradient descent using score functions and propagates the mean at each reverse step.
- Score: 19.848238197979157
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Existing diffusion-based methods for inverse problems sample from the posterior using score functions and accept the generated random samples as solutions. In applications that posterior mean is preferred, we have to generate multiple samples from the posterior which is time-consuming. In this work, by analyzing the probability density evolution of the conditional reverse diffusion process, we prove that the posterior mean can be achieved by tracking the mean of each reverse diffusion step. Based on that, we establish a framework termed reverse mean propagation (RMP) that targets the posterior mean directly. We show that RMP can be implemented by solving a variational inference problem, which can be further decomposed as minimizing a reverse KL divergence at each reverse step. We further develop an algorithm that optimizes the reverse KL divergence with natural gradient descent using score functions and propagates the mean at each reverse step. Experiments demonstrate the validity of the theory of our framework and show that our algorithm outperforms state-of-the-art algorithms on reconstruction performance with lower computational complexity in various inverse problems.
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