Combining Flow Matching and Transformers for Efficient Solution of Bayesian Inverse Problems
- URL: http://arxiv.org/abs/2503.01375v1
- Date: Mon, 03 Mar 2025 10:17:56 GMT
- Title: Combining Flow Matching and Transformers for Efficient Solution of Bayesian Inverse Problems
- Authors: Daniil Sherki, Ivan Oseledets, Ekaterina Muravleva,
- Abstract summary: We show, that combining Conditional Flow Mathching (CFM) with transformer-based architecture, we can efficiently sample from such kind of distribution, conditioned on variable number of observations.
- Score: 3.868222899558346
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Solving Bayesian inverse problems efficiently remains a significant challenge due to the complexity of posterior distributions and the computational cost of traditional sampling methods. Given a series of observations and the forward model, we want to recover the distribution of the parameters, conditioned on observed experimental data. We show, that combining Conditional Flow Mathching (CFM) with transformer-based architecture, we can efficiently sample from such kind of distribution, conditioned on variable number of observations.
Related papers
- Solving High-dimensional Inverse Problems Using Amortized Likelihood-free Inference with Noisy and Incomplete Data [43.43717668587333]
We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems.<n>The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation.<n>We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations.
arXiv Detail & Related papers (2024-12-05T19:13:17Z) - Unveiling the Statistical Foundations of Chain-of-Thought Prompting Methods [59.779795063072655]
Chain-of-Thought (CoT) prompting and its variants have gained popularity as effective methods for solving multi-step reasoning problems.
We analyze CoT prompting from a statistical estimation perspective, providing a comprehensive characterization of its sample complexity.
arXiv Detail & Related papers (2024-08-25T04:07:18Z) - Scalable diffusion posterior sampling in infinite-dimensional inverse problems [5.340736751238338]
We propose a scalable diffusion posterior sampling (SDPS) method to bypass forward mapping evaluations during sampling.
The approach is shown to generalize to infinite-dimensional diffusion models and is validated through rigorous convergence analysis and high-dimensional CT imaging experiments.
arXiv Detail & Related papers (2024-05-24T15:33:27Z) - A Variational Perspective on Solving Inverse Problems with Diffusion
Models [101.831766524264]
Inverse tasks can be formulated as inferring a posterior distribution over data.
This is however challenging in diffusion models since the nonlinear and iterative nature of the diffusion process renders the posterior intractable.
We propose a variational approach that by design seeks to approximate the true posterior distribution.
arXiv Detail & Related papers (2023-05-07T23:00:47Z) - Inverse Models for Estimating the Initial Condition of Spatio-Temporal
Advection-Diffusion Processes [5.814371485767541]
Inverse problems involve making inference about unknown parameters of a physical process using observational data.
This paper investigates the estimation of the initial condition of a-temporal advection-diffusion process using spatially sparse data streams.
arXiv Detail & Related papers (2023-02-08T15:30:16Z) - Diffusion Posterior Sampling for General Noisy Inverse Problems [50.873313752797124]
We extend diffusion solvers to handle noisy (non)linear inverse problems via approximation of the posterior sampling.
Our method demonstrates that diffusion models can incorporate various measurement noise statistics.
arXiv Detail & Related papers (2022-09-29T11:12:27Z) - Conditioning Normalizing Flows for Rare Event Sampling [61.005334495264194]
We propose a transition path sampling scheme based on neural-network generated configurations.
We show that this approach enables the resolution of both the thermodynamics and kinetics of the transition region.
arXiv Detail & Related papers (2022-07-29T07:56:10Z) - Improving Diffusion Models for Inverse Problems using Manifold Constraints [55.91148172752894]
We show that current solvers throw the sample path off the data manifold, and hence the error accumulates.
To address this, we propose an additional correction term inspired by the manifold constraint.
We show that our method is superior to the previous methods both theoretically and empirically.
arXiv Detail & Related papers (2022-06-02T09:06:10Z) - Efficient CDF Approximations for Normalizing Flows [64.60846767084877]
We build upon the diffeomorphic properties of normalizing flows to estimate the cumulative distribution function (CDF) over a closed region.
Our experiments on popular flow architectures and UCI datasets show a marked improvement in sample efficiency as compared to traditional estimators.
arXiv Detail & Related papers (2022-02-23T06:11:49Z) - Stochastic Normalizing Flows for Inverse Problems: a Markov Chains
Viewpoint [0.45119235878273]
We consider normalizing flows from a Markov chain point of view.
We replace transition densities by general Markov kernels and establish proofs via Radon-Nikodym derivatives.
The performance of the proposed conditional normalizing flow is demonstrated by numerical examples.
arXiv Detail & Related papers (2021-09-23T13:44:36Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.