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 Statistics ML
Aug 28

A Two-step Metropolis Hastings Method for Bayesian Empirical Likelihood Computation with Application to Quantile Regression and Bayesian Model Selection

The paper introduces a two-step Metropolis–Hastings algorithm designed to efficiently sample from Bayesian empirical likelihood (BayesEL) posterior distributions, addressing challenges posed by the complex, often non‑convex support of empirical likelihood. The method leverages current parameter values and estimating equations to propose new values for remaining parameters, making it suitable for problems with discontinuous estimating equations such as simultaneous quantile regression. Additionally, the approach extends naturally to BayesEL model selection via reversible‑jump MCMC, and the authors demonstrate its utility through several real‑life applications.

By Sanjay Chaudhuri, Teng Yin, Snehashis Chakraborty, Rupsa Roy
arXiv Machine Learning
Sep 18

PosteriorBench: From Point Estimates to Posterior Matching in Evaluating Generative Inverse Solvers

PosteriorBench is a new benchmark that evaluates how well generative inverse solvers recover full posterior distributions rather than just a single reconstruction. It tests four physics-based inverse problems—Darcy flow inversion, Poisson source recovery, carbon capture and storage, and light transport material inference—using high-fidelity reference posteriors generated by rejection sampling and MCMC. The benchmark employs five metrics (posterior-mean error, posterior-standard-deviation error, maximum mean discrepancy, sliced Wasserstein distance, and radially averaged power-spectrum error) to assess pointwise accuracy, uncertainty, distributional alignment, and global frequency fidelity, revealing significant distribution-matching gaps in current solvers and highlighting the importance of neural operators, guidance weights, and generation noise for posterior-variance calibration.

By Jiachen Yao, Zi-Siang Hsu, Xi Deng, Aditi Gupta, Xin Ju, Sally M Benson, Gege Wen, Anima Anandkumar
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
Sep 3

Source Distribution Estimation by Posterior Averaging

The paper introduces a new approach to source distribution estimation (SDE) in simulation-based science, addressing limitations of existing methods that rely on a fixed surrogate likelihood. By employing an expectation‑maximization framework, the authors iteratively train an amortized posterior on fresh simulations (E‑step) and refit the source distribution to the posterior’s average (M‑step). Two parameterizations are explored: separate source and posterior flows, and a single shared conditional flow, with experiments on three benchmark tasks showing improved performance over fixed surrogate and iterated baseline methods, notably achieving higher data‑space C2ST scores on the Lotka–Volterra benchmark.

By Trung-Dung Hoang, Lisa M. Koch