arXiv Statistics ML

When Noise Estimation Hides Basis Misspecification in Repeated Bayesian Inverse Problems

arXiv AI
Sep 25

FB-GDM: Fully-Bayesian Guided Diffusion Models for High-Dimensional Linear Inverse Problems via Unsupervised Variational Inference

FB‑GDM is a fully‑Bayesian guided diffusion method that eliminates the need for task‑specific hyperparameter tuning in linear inverse problems. It derives a closed‑form conditional score from a Gaussian approximation of ΦGDM, treating two precision parameters as latent variables inferred via variational inference at each reverse step. Experiments on CelebA‑HQ show that FB‑GDM outperforms ΦGDM at its nominal setting, matches a ground‑truth‑calibrated oracle within 0.1 dB, and remains robust to changes in the forward operator, noise level, or image distribution without hallucinations.

By Gatien S\'eguy (SATIE), Thomas Rodet (SATIE)
arXiv Statistics ML
Sep 30

Copula Active Subspaces I: A Score-Covariance Method for Reduced-Order Non-Gaussian Density Estimation

arXiv:2609. 36142v1 Announce Type: cross Abstract: In Bayesian inference problems with non-Gaussian observation noise, the posterior is only as accurate as the noise density, and gradient-based samplers need that density and its gradient evaluable pointwise, whether from an explicit expression or from code, and without an inner solve.

By Joshua Chen, Peter Jan van Leeuwen
arXiv Machine Learning
Oct 23

Spectral Uncertainty Decomposition for Sparse Bayesian Learning

The paper introduces a spectral framework that decomposes the posterior covariance in sparse Bayesian learning for M/EEG source imaging into data‑informed and indeterminacy epistemic components, using the singular value structure of the prior‑preconditioned forward operator. It also presents an equivalent subtractive decomposition that expresses the prior covariance as the sum of posterior and data‑driven reduction terms, allowing precise accounting of uncertainty reduction through Bayesian learning. These complementary representations provide both theoretical insight and practical tools for interpretable uncertainty quantification in linear‑Gaussian Bayesian inverse solvers where the posterior covariance is available in closed form.

By Ismail Huseynov, Stefan Haufe
arXiv Machine Learning
Oct 8

Twist Flow for Inverse Problems

arXiv:2610. 09281v1 Announce Type: new Abstract: In Bayesian inverse problems, posterior sampling requires generating samples that are consistent with given observations while capturing the range of plausible solutions.

By Shiqin Zeng, Zijun Deng, Felix J. Herrmann