arXiv Machine Learning

Bifidelity Parameter Estimation Using Conditional Diffusion Models

arXiv:2504. 01894v2 Announce Type: replace Abstract: We present a bifidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution.

arXiv AI
Jul 20

Energy-based Transport for Amortized Bayesian Inference

arXiv:2605. 15407v3 Announce Type: replace-cross Abstract: We consider amortized Bayesian inference for nonlinear inverse problems using only samples from the joint distribution of parameters and observations, including problems with unknown functions in a Banach space.

By Ricardo Baptista, Hojjat Kaveh, Andrew M. Stuart
arXiv Machine Learning
Jun 4

Neural Galerkin Normalizing Flows for Bayesian Inference of Diffusions with Inaccessible Boundaries

arXiv:2606. 04324v1 Announce Type: new Abstract: One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function.

By Riccardo Saporiti, Fabio Nobile
arXiv AI
Jun 2

Efficient Weighted Sampling via Score-based Generative Models

arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.

By Heasung Kim, Taekyun Lee, Hyeji Kim, Gustavo de Veciana