arXiv Machine Learning

Latent Annealed Posterior Sampling with a Variance-Preserving Bridge for Sparsely Observed Random Fields

The paper introduces Latent Annealed Posterior Sampling (LAPS), a method that maps sparsely observed random fields into a lower‑dimensional latent space and performs posterior sampling there. A variance‑preserving bridge controls local covariance inflation, while flow matching learns the latent prior. Experiments on Gaussian benchmarks, a bimodal posterior, and a Navier‑Stokes field show that LAPS accurately approximates posterior distributions, preserves multiple modes, and keeps conditional sampling costs nearly constant as spatial resolution increases.

arXiv Machine Learning
Oct 12

Spanning Diffusion and Flow-based Posterior Sampling via Exact Gaussian Conditioning

The paper introduces β‑Flow, a versatile plug‑and‑play posterior sampling framework that unifies flow‑matching, diffusion, and decorrelated priors through a correlation parameter β and a confidence parameter κ. Each iteration requires only a single denoising network forward pass followed by an exact Gaussian conditioning step, implemented as a Kalman update independent of network gradients. The authors demonstrate that many existing guided samplers are special cases of β‑Flow, and show state‑of‑the‑art performance on seven inverse problems across four datasets, with the ability to tune prior strength based on data informativeness.

By Teo Deveney, Lea Bogensperger, Hok Shing Wong
arXiv Machine Learning
3d ago

Learn Only Where You Can't Compute: Structured Corrections to Gaussian Process Posteriors

The paper introduces a structured posterior‑correction framework that blends a tractable Gaussian reference with data‑driven corrections learned via diffusion models. After applying mean correction and covariance calibration, the diffusion model focuses on a low‑dimensional subspace that captures discrepancies from the Gaussian reference, while the remaining space stays Gaussian. Experiments on three scientific inference tasks show that these corrections recover hidden modes, improve sample structure, and reduce prediction error compared to the Gaussian reference, with trade‑offs between accuracy and computational cost relative to full‑field generative models.

By Tobias Weber, Carla Sagebiel, Philipp Hennig
arXiv Machine Learning
Oct 12

Scalable Sparse Autoregressive Variational Inference for Non-Gaussian Spatial Fields

The paper introduces a scalable variational inference framework for latent field models with non‑Gaussian likelihoods. It mirrors the sparse nearest‑neighbor autoregressive structure of the Gaussian process prior in the variational family, employs normalizing‑flow conditionals for expressiveness, and amortizes all variational parameters through a single shared neural conditioner. The method achieves polylogarithmic per‑iteration complexity via doubly stochastic optimization with reduced ancestor sets.

By Paul F. V. Wiemann, Matthias Katzfuss
arXiv Machine Learning
Sep 30

High-Dimensional Simulation-Based Inference in Latent Spaces

arXiv:2609.37381v1 Announce Type: new Abstract: Neural simulation-based inference (SBI) has been widely successful in inferring a relatively small number of interpretable parameters from potentially...

By Lars K\"uhmichel, Stefan T. Radev, Bhanu Prasanna Koppolu, Masoumeh Davoudi, Jerry M. Huang, Paul-Christian B\"urkner
arXiv Machine Learning
Sep 17

Correcting Boundary Bias and Observation Independence in Bayesian Experimental Design

The paper tackles two shortcomings of Gaussian‑process based active learning: (1) the posterior variance is independent of observed values, reducing sensitivity to data structure, and (2) it over‑inflates variance near domain boundaries, causing excessive edge sampling. The authors propose a reconstruction‑driven design density that warps sampling toward regions where the posterior mean changes rapidly, and a geometric equalizer that corrects boundary bias. Experiments on sixteen synthetic and two real‑data benchmarks show that the equalizer consistently improves function reconstruction, while the warp further enhances performance by concentrating measurements where the target function varies most.

By Sanna Jarl, Jens Sj\"olund, Jonathan J. S. Scragg, Maria B{\aa}nkestad
arXiv Machine Learning
Sep 23

FREESIA: Covariance-Aware Posterior Transport for Expressive and Scalable Data Assimilation

The paper introduces FREESIA, a training‑free, covariance‑aware posterior transport method for data assimilation that embeds forecast cross‑covariance into a flow‑based transport to recover unobserved states while preserving non‑Gaussian posterior structure. It combines an observation‑adaptive proposal with posterior correction, providing an asymptotically exact approximation of nonlinear posteriors and a Wasserstein error bound. Experiments on Double‑Well, Lorenz‑96, and Kolmogorov flow demonstrate that FREESIA captures complex posterior structures and achieves up to a 56% reduction in RMSE compared to the best baseline in sparse, nonlinear, non‑injective observation scenarios.

By Shiwei Ni, Yangwen Zhang, Hang Qi, Xiaofei Guan, Lili Ju