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Flow Matching for Fast Posterior Sampling in Bayesian Inverse Problems

arXiv机器学习 2026-10-02 02:58 5 阅读 查看原文

Sampling from the posterior is the central task of computational Bayesian inverse problems.

The standard workhorse in Bayesian inference - Markov chain Monte Carlo (MCMC) - is sequential, yields correlated samples, and must be rerun for each observation.

Conditional flow matching offers an amortized alternative: a transport map, trained once on joint samples of parameter and data, that yields independent approximate posterior samples for any observation at negligible online cost, without new likelihood evaluations.

We give a careful, MCMC-literate assessment of flow matching for PDE-based inverse problems with function-valued parameters.

Exploiting the flow's tractable density, we derive computable accuracy estimates of the underlying approximate posterior in total-variation distance and Kullback-Leibler divergence and, moreover, propose a hybrid sampler that is asymptotically exact by Metropolization.

We validate the accuracy estimates and demonstrate the amortization in several numerical examples, including electrical impedance tomography and a likelihood-free Lotka-Volterra model.